Locking device (1) (101) for a bearing (2) in a wheel hub (3) which is provided with a cylindrical seat (4) for the bearing (2) itself and an annular groove (5) which is obtained in the axial end of the cylindrical seat (4), the locking device (1) (101) presenting a fixing element (10) which is driven onto an outer race (8) of the bearing (2); a blocking element (11) which is arranged inside the annular groove (5); and a connecting element (12) which is used to connect the fixing element (10) and the blocking element (11) to each other and which is provided with a support resiliently yieldable at least in a radial direction and which is suitable for co-operating with the blocking element (11) itself in order to permit the introduction of the blocking element (11) into the annular groove (5) of the wheel hub (3).