A wheel support bearing assembly includes an outer member (1) having an inner peripheral surface formed with raceway surfaces (4), an inner member (2) having an outer peripheral surface formed with raceway surfaces (5) in face-to-face relation with the raceway surfaces (4) in the outer member (1), and rows of rolling elements (3) interposed between the raceway surfaces (4, 5). A ring member (21) made of a magnetostrictive material is fixed to the outer peripheral surface of the inner member (2), and a magnetostrictive sensor (23) and a displacement sensor (22) are disposed in the outer member (1) or a member (24) fixed to the outer member (1) to confront the ring member. The magnetostrictive sensor (23) measures a change in magnetic strain occurring in the ring member (21) and the displacement sensor (22) measures the distance between the ring member (21) and the displacement sensor (22).