A cap frame includes a body member including an arc-shaped curved wall extending in a particular direction, an attaching portion connected to the body member, and a retaining member including a clamping portion having a plurality of protrusions aligned along the particular direction, and a facing portion. The attaching portion is removably attachable to a moving mechanism of an embroidery machine. In a state where the retaining member is attached to the body member, the clamping portion is elastically deformed in conformance with the curved wall and presses, toward the curved wall, a cap sandwiched between the curved wall and the clamping portion. The facing portion faces the curved wall of the body member. Each protrusion extends toward the curved wall from a leading end of the facing portion in a removing direction and faces a leading end of the curved wall of the body member in the removing direction.