A rock drilling machine and an axial bearing module. The rock drilling machine is equipped with an axial bearing having at least one axial piston for axially positioning a drill shank and for damping stress pulses returning from the rock. The axial bearing includes a module that is detachable in one piece from one installation direction. The axial bearing module includes the required pressure medium channels, seals, bearing surfaces, and a module frame having at least bearing housing in connection therewith.