A rolling bearing (1c) constituting a vehicle hub bearing unit, including an outer ring (2), an inner ring (3), a plurality of rolling bodies (4) interposed between the inner and outer rings, and a cover (5) driven with axial and radial interference on a first end (6) of the outer ring, which it fluid-tightly closes; wherein the cover (5) is formed by a plastic made body (7), made of a synthetic plastic material, and by a cylindrical metal sleeve (8) co-molded with the plastic made body; between the cover (5) and the outer ring (2) there being arranged an annular sealing element (20) housed with axial clearance in a seat (21) of the outer ring made at least in part on the radially inner surface (19) of the outer ring; a sealant (25) being arranged between the metal sleeve (8) and the plastic body (7).