Provided are a steering function-equipped hub unit that has a simple structure, high rigidity and a reduced size, a steering system, as well as a vehicle including the steering function-equipped hub unit. The steering function-equipped hub unit includes: a hub unit main body including a hub bearing supporting a wheel; a unit support member provided to a knuckle of a suspension device and rotatably supporting the hub unit main body about a turning axis extending in a vertical direction; and a steering actuator configured to rotationally drive the hub unit main body about the turning axis. The hub unit main body is supported by the unit support member through a preloaded rolling bearing.