In a rolling bearing including an oil supply unit for supplying lubricating oil stored in a tank by a pump via a nozzle which is made to open in an annular space defined between an inner ring and an outer ring, the nozzle is made to open in a space between an inner circumferential surface of a case and the inner ring, and the inner circumferential surface of the cage is formed into a surface in which an inside diameter of the cage is reduced gradually in a continuous or intermittent fashion from an axial center portion towards at least an end portion lying on a side where the nozzle is inserted, whereby a lubricating oil dropped on to the inner circumferential surface of the cage is caused to flow towards the axial center portion by virtue of centrifugal force generated by the rotation of the cage, so as to prevent the lubricating oil from flowing out to the outside of the bearing unit.