A gas dynamic pressure bearing is disclosed in which dynamic pressure generating grooves in a radial bearing pump out gas toward a thrust bearing, and dynamic pressure generating grooves in the thrust bearing pump in gas toward the radial bearings. This structure generates high pressure in the lubrication gas in the connecting portions of the radial bearings and thrust bearings. In order to compensate for the movement of gas by means of this pump-out and pump-in operation, a structure is provided that links the two portions of the radial and thrust bearings where the gas pressure is reduced, or connects these two portions with the space surrounding the bearing.