Racial equality is an important theme of international human rights law, but it has been largely obscured when the overall face recognition accuracy is pursued blindly. More facts indicate racial bias indeed degrades the fairness of recognition system and the error rates on non-Caucasians are usually much higher than Caucasians. To encourage fairness, we introduce the idea of adaptive margin to learn balanced performance for different races based on large margin losses. A reinforcement learning based race balance network (RL-RBN) is proposed. We formulate the process of finding the optimal margins for non-Caucasians as a Markov decision process and employ deep Q-learning to learn policies for an agent to select appropriate margin by approximating the Q-value function. Guided by the agent, the skewness of feature scatter between races can be reduced. Besides, we provide two ethnicity aware training datasets, called BUPT-Globalface and BUPT-Balancedface dataset, which can be utilized to study racial bias from both data and algorithm aspects. Extensive experiments on RFW database show that RL-RBN successfully mitigates racial bias and learns more balanced performance for different races.