The present invention is related to a connecting structure for a wheel bearing and a constant velocity joint which are connected and assembled by applying a plastic deformation of material using an orbital forming process or a swaging process. According to the present invention, the efficiency of assembly is improved and the length of a shaft is shortened compared with prior art to achieve a weight reduction. In the connecting structure, a coupling groove is formed on a hub of the wheel bearing, a recess is formed on a circumference of a shaft of the constant velocity joint, the shaft is inserted into the hub to be spline-connected with the hub, a circlip is inserted into the recess, the circlip is shrunk in the course of inserting the shaft into the hub, and the circlip is restored to former state by its elasticity and inserted into the coupling groove when the circlip is positioned on the groove.