A compression bandage according to the invention comprises a sterile strip provided with a sliding pressure tampon. Except for the central sliding part serving to displace the pressure tampon, the inner side of the sterile strip is covered by an adhesive layer. The outer side of the strip is provided with a plasticised layer improving the physical properties of the strip. On its lower part the pressure tampon has a rectangular slit separating the inner and outer tampon parts. The height of the inner part relative to the height of the outer part must be at least 4:1.