A sensor-incorporated wheel support bearing assembly (18) includes an outer member (1) having an inner peripheral surface formed with double rows of raceway surfaces (4), an inner member (2) having an outer peripheral surface formed with raceway surfaces (5) opposed to the raceway surfaces (4) in the outer member (1), and double rows of rolling elements (3) interposed between the raceway surfaces (4) and (5) in the outer and inner members (1) and (2). Rings (9A) and (9B) each having an outer peripheral surface tapered is secured to the inner member (2). A displacement sensor (10) confronting the tapered outer peripheral surfaces of the rings (9A) and (9B) is mounted on the outer member (11) or a member (17) rigidly secured to the outer member (1) for measuring the distance between such displacement sensor (10) and the rings (9A) and (9B).