A wheel hub bearing unit (1) including a couple of annular elements between which a plurality of rolling bodies are interposed; wherein one of the annular elements, which acts in use as a rotating element, includes a spindle provided, on a side intended in use to be facing the outboard side of the vehicle, with a mounting flange (8) adapted to receive a vehicle wheel; at least a frontal surface (11) of the mounting flange is entirely covered by a layer (13) of UV photopolimerizable synthetic plastic material having a predetermined thickness and which has been deposited on the frontal surface of the flange in the non-polimerized state by means of a mixed air spraying nozzle (14) with a tolerance not exceeding 5 microns on the predetermined thickness, by rotating the wheel hub bearing unit about a symmetry axis (A) thereof with the nozzle arranged at a radial distance (a) from a peripherally outer edge (24) of the flange, and has a spraying axis (B) which forms, with the symmetry axis, an angle from 20° to 80°; the synthetic plastic material (26) being sprayed by the nozzle at a temperature higher than the room temperature.