An axial thrust bearing system comprises a rolling bearing (6) which comprises an upper race (7) secured to an upper cover (4), a lower race (8) secured to a bearing seat (5), rolling elements (9) between the two races, and a cage (10) for retaining these rolling elements. At least one of the races consists of a part separate from the upper cover or from the bearing seat. The cage comprises a framework portion(15) keeping the rolling elements (9) on a rolling circumference, a first lip (16a, 16d) and a second lip (16b, 16c) each extending radially from a periphery of the framework respectively towards the outside and towards the inside of the rolling circumference (17). The first and the second lips (16a-16b, or 16d-16c) are both in sealed contact, on either side of the separate part, with a substantially radial surface portion of the upper cover (4a) or of the bearing seat (5a).