A cage for a rolling element bearing comprises at least one ring shaped body (1, 2) carrying regularly spaced cage bars (5), each pair of adjacent cage bars (5) defining a cage pocket (4) for accommodating a rolling element. At least one of the cage bars (5) comprises means (6, 7) for improved retention of grease thereon. The cage bar (5) comprises at least one space (8, 9) for accommodation of grease (10). Furthermore, the cage bar (5) comprises elements (6, 7) situated radially outside and/or inside, said element(s) defining at least one space (8, 9) for accommodation of grease (10).