In a wheel support bearing assembly having rows of rolling elements (3) interposed between an outer member (1) and an inner member (2), spacers (27) are interposed between vehicle body fitting holes (9) in the outer member (1), which is a stationary member, and a knuckle (25). A sensor unit (16) including a sensor mounting member (17) and a strain sensor (18) is fitted to the outer member (1). The sensor mounting member (17) has at least two contact fixing portions (17a, 17b) fixed to the outer member (1) and, also, has at least one recess (17c) between the neighboring contact fixing portions (17a, 17b), the strain sensor (18) being disposed in this recess (17c).