An air bag system for a vehicle including a cover for housing an air bag in a folded state along a side of a roof of the vehicle is provided. The cover includes a pair of opposed walls approximately parallel to each other, a connection wall that connects the pair of the opposed walls, an opening that is defined by the pair of the opposed walls and opens downward, a bent section that is formed to be bent three-dimensionally upward and inward so as to go along a face shape of the vehicle body where the cover is installed, at least one load transmission part that is provided on the connection wall so as to transmit a load from a vehicle interior side to a vehicle exterior side, and a locking portion that is provided on the load transmission part on the vehicle exterior side.