The invention relates to a jacketed axial magnetic bearing for a rotary machine having a rotor in contact with a gaseous atmosphere that is corrosive, acid, or carrying particles, the bearing comprising a rotor armature in the form of a disk secured to the rotor and placed in the gaseous atmosphere, and a stator magnetic circuit secured to a stationary support device and placed facing the rotor armature, the magnetic circuit of the stator comprising at least one coil and a ferromagnetic body placed in a metallic protective enclosure. The protective enclosure comprises firstly an annular support of channel section with a web and inner and outer flanges presenting a thickness of several millimeters and a length that is less than the length of the stator magnetic circuit, and secondly an annular jacket in the form of a channel-section cover machined from a solid piece and thus without welds, the jacket having inner and outer flanges and a closure web presenting a thickness smaller than the thicknesses of the inner and outer flanges, the free ends of the inner and outer flanges of the jacket being welded to the free ends of the inner and outer flanges of the annular support.