A sealing member for a rolling device is applied to a rolling device with inner and outer members and a plurality of rolling members between so the rolling members can roll to allow relative rotational or linear movement of the outer member with respect to the inner member. The sealing member includes an inner and outer lip parts that press the inner and outer members, respectively. The outer lip part is less rigid than the inner lip part. The sealing member may have a substantially circular shape and surround the inner member. Alternatively, the sealing member may have a substantially plate-like shape and extend in a direction of relative movement of the outer member with respect to the inner member. The sealing member for a rolling device configured as described above and a rolling device provided with the sealing member can be adequately used even in a hostile environment.