Sealing device for a wheel hub assembly provided with a rolling bearing, the sealing device being provided with a shield mounted on an outer ring of the bearing and with an annular cylindrical wall having an inner lateral surface mounted on an outer lateral surface of a collar of the outer ring; and with a sealing material fixed to the shield; an annular snap catch being positioned radially inside the cylindrical wall and extending radially from the inner lateral surface through a specified radial thickness so as to be snap-fitted into a circular groove formed on the outer lateral surface of the collar, and the sealing material being positioned behind the catch before the shield is mounted on the outer ring, with a radial overall dimension smaller than the thickness of the catch.