The invention concerns a method to produce a cage (1) for a rolling bearing (40), wherein the method comprises the steps of; —(10): providing an elongated metal profile (1) comprising a first and second distant ends (12, 13), wherein the metal profile (1) is essentially ring-shaped, —(20): subsequently joining the first and second ends (12, 13) of the metal profile (1) to thereby form a closed ring (1), —(30): forming in the closed ring (1) a plurality of openings (14) on at least one axial side face of the ring (1), wherein the openings (14) are meant to receive at least one rolling element (43) of the rolling bearing (40), and wherein the forming of the openings (14) is made by drilling from the axial side face of the ring (1). Furthermore, the invention regards a cage (1) and a rolling bearing (40).