A rolling element chain has a connecting belt and multiple retaining elements. The connecting belt is extended longitudinally and has multiple receiving holes. The receiving holes are defined at intervals through the connecting belt and have two sides opposite to each other. The retaining elements are mounted in pairs on the belt near the sides of each receiving hole and each retaining element has multiple retaining surfaces adjacent to each other. Each retaining surface has a straight segment and a projecting segment having a projecting edge. The straight segments and the projecting segments of the adjacent retaining surfaces on each retaining element are arranged in an alternative manner. The retaining surfaces on each pair of the retaining elements are opposite and facing to each other.