To provide a sensor-incorporated wheel support bearing assembly, which is capable of stably detecting the load acting on the wheel and the rotational speed of the wheel and with which assembly a load sensor and/or a rotation sensor can be installed compactly in a vehicle, double rows of rolling elements 3 are interposed between respective raceways 4 and 5 of outer and inner members 1 and 2 opposed to each other, while a to-be-detected ring 9 (9A) having an eccentric or multangular outer diametric shape is provided in the inner member 2 with a displacement sensor provided the outer member 1 confronting the to-be-detected ring 9 (9A). For this displacement sensor, displacement sensors 10 and 11 having a facing portion areas, variable and invariable, respectively, with rotation of the to-be-detected ring 9 (9A) are arranged.