To provide a sensor equipped wheel support bearing assembly, in which a load sensor can be snugly and neatly installed in automotive vehicle and which detects the load or the like acting on a vehicle wheel and requires an inexpensive cost in mass production. A sensor unit is fitted to an outer member as a stationary member of the bearing assembly. The sensor unit includes a sensor mounting member having bolt insertion holes alignable with vehicle body fitting holes of the outer member, and a strain sensor fitted to the sensor mounting member. This sensor unit is sandwiched between the outer member and a knuckle and is fitted by means of bolts inserted through the vehicle body fitting holes and the bolt insertion holes. The sensor unit has a portion that is greater in a radial direction than a flange of the outer member.