A sensor-incorporated wheel support bearing assembly, enabling a load sensor to be compactly installed on the vehicle and capable of detecting a load on a wheel with good sensitivity includes a ring member, affixed to a stationary member, which has at an intermediate portion thereof a first non-contact ring portion not in contact with the stationary member, at one end a first contact ring portion in contact with the stationary member, and at the other end the following (A) or (B): (A) a second non-contact ring portion having a wall thickness greater than that of the first non-contact ring portion; (B) a second contact ring portion in contact with the stationary member. A strain sensor is fitted to; in (A), the first non-contact ring portion, and in (B), the first non-contact ring portion or first contact ring portion, which has smaller wall thickness.