This paper reports first direct measurements of lubricant film thickness in a radially-loaded grease-lubricated model rolling bearing. These measurements are performed on a recently developed set-up, termed the Sapphire Bearing Rig, which allows for direct observation and measurement of film thickness in a single ball-outer ring contact in a rotating bearing using optical interferometry. Measurements are made with a selection of greases covering different base oils and thickener types. The results show that starvation occurs as the bearing speed increases. This is confirmed by observations of the inlet meniscus. The bearing speed at which starvation occurs is determined by grease properties, particularly the base oil viscosity. When bearing operates for a prolonged time at a constant speed, as is usually the case in practice, the initial film thickness is seen to decay in the first few hours of operation, to eventually reach a steady state value that is lower than that predicted by EHL theory. For conditions tested here, this steady-state film thickness was largely independent of bearing speed, which suggests that it is mainly governed by the level of lubricant supply in the inlet. Such film behaviour clearly cannot be predicted using the standard EHL theory. Stopping the bearing for a sufficiently long time leads to a temporary recovery of the film thickness upon restart. These measurements provide new insights into grease lubrication mechanisms of rolling bearings and can aid the development of new tools for improved prediction of grease film thickness in rolling bearings.