An instrumented bearing (10) comprising a stationary outer ring (16) and a rotating inner ring (20) is provided with an encoder (30), a sensor assembly (34) comprising a read head (36) positioned opposite and at a reading distance from the encoder (30), and a leakage current collector (44) capable of coming into sliding contact with an annular contact (46) which can be rigidly connected, directly or indirectly, to the inner ring (20). The encoder (30) and the read head (36) are positioned axially between the outer ring (16) and the leakage current collector (44). A conductive electrical connection (54) between the leakage current collector (44) and the stationary outer ring (16) also forms a magnetic shield of ferromagnetic material, extending from the outer ring (16) to the leakage current collector (44) by surrounding the encoder (30) and the read head (36).
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