An inner ring 3 is fit to a stepped part 8 formed on the inner end of a hub 2b. A desired pre-load is applied to rolling elements 5 in a state that an outer end face 28 of the inner ring 3 is butted against a step surface 12 formed on the hub 2b. The inner ring 3 is fit to the hub 2b by interference fitting causing a static friction force, which is larger than a thrust load acting on the inner ring 3 based on the pre-loading. Therefore, the inner end face of the inner ring 3 is clamped with a caulking portion, which is formed by expanding outward in the diameter directions a cylindrical portion 18 formed in the inner end of the hub 2b.