In a linear rolling bearing comprising a shaft (1) acting as a guide rail and having a profiled or round, particularly circular cross-section, an outer peripheral surface of the shaft forming raceways (6) extending in longitudinal direction for rolling elements, for example, balls, cylindrical rollers or convex rollers, the linear rolling bearing further comprising a cup (2) surrounding the shaft (1) and the rolling elements (3), said cup comprising on an inner surface opposing raceways (7) for the rolling elements (3) while being arranged in a reception or a bore (10) of a connecting structure (11), the cup (2) has a divided configuration in longitudinal direction and is composed of a plurality of segments that comprise the opposing raceways (7) and further comprise support surfaces extending parallel to the opposing raceways (7), through which support surfaces, the segments are supported on one another in peripheral direction of the cup (2).