A wheel support bearing assembly includes inner and outer members (1 and 2) and at least one row of rolling elements (3) operatively interposed between the inner and outer members (1 and 2) and an annular sealing device (5) sealing an open end of an annular space defined between the inner and outer members (1 and 2). The sealing device (5) includes first and second annular sealing plates (11 and 12) fitted to different members out of the inner and outer members (1 and 2). Each of the first and second sealing plates (11 and 12) includes a generally cylindrical wall (11a or 12a) and a radial wall (11b or 12b) assembled together to represent a generally L-shaped section. The first sealing plate (11) is fitted to one of the inner and outer members (1 and 2) that serves as a rotating member. An elastic member (14) mixed with a powdered magnetic material is bonded by vulcanization to the radial wall (11b) of the first sealing plate (11). A protective cover (18) made of a non-magnetic material is positioned on one side adjacent an exterior of the multi-pole magnet (14) with a predetermined air gap left therebetween that the number of revolution can be detected through the protective cover (18).