Pneumatic spring comprising an elastic rolling bellows connected to a tubular body. The elastic rolling bellows, together with an essentially rigid external tube, forms a spring chamber. A bellows fastening is disposed between the rolling bellows and the external tube, whereby the rolling bellows are inserted into the external tube in a fastening segment, and are held in place by means of a retaining ring. The retaining ring, by means of its inner surface can act as a guide with respect to the rolling bellows connected to the tubular body, so that the external tube is kept at a distance with respect to the part of the rolling bellows connected to the tubular body.