A wheel lug nut having a laminated nut and an attached nose that is shaped to be interfitted with the nut seat of the wheel. In use, the nose centers both the lug nut relative to the wheel bolt it receives and the wheel relative to the axle hub. The laminated nut includes a plurality of conical disc springs enclosed in a cage. When properly tightened, the disc springs deform to impart additional gripping force on the wheel bolt. Accordingly, the laminated nut provides additional resistance to loosening, even when used with a non-ferrous wheel. In one embodiment, the nose is attached to the cage, for example, by snap-fitting onto the base of the cage. The wheel lug nut may also include a removable decorative cap that encloses and protects the cage and the wheel bolt. The decorative cap may be removably attached to the nose.