A shim assembly for a disk brake includes inside shim locking pieces which are provided in an inside shim main body of the inside shim plate and bent toward the pressure plate so that displacement of the inside shim plate in radial and peripheral directions is restricted and outside shim locking pieces which are provided in an outside shim main body of the outside shim plate and bent toward the pressure plate so that displacement of the outside shim plate in the peripheral direction is allowed and displacement thereof in the radial direction is restricted. Engaging pawls are provided in the inside shim main body and projected from a peripheral edge of the pressure plate. The outside shim locking pieces are respectively engaged with the engaging pawls so as to cover the engaging pawls, to prevent the outside shim plate against separation from the inside shim plate.