A sensor-equipped wheel support bearing assembly capable of accurately detecting load acting on the vehicle wheel by reducing concentration of strain on a cutout portion corner area of a strain generating member in a sensor unit is provided. The wheel support bearing assembly having rolling elements interposed between rolling surfaces in outer and inner members, includes at least one sensor unit provided in a stationary member, which is one of the outer and inner members. The sensor unit includes a strain generating member, having two or more contact fixing segments secured to the stationary member in contact therewith, and a sensor fitted to the strain generating member for detecting a strain in the strain generating member. The strain generating member has a cutout portion between the contact fixing segments, and corner area of such cutout portion is of an arcuately sectioned shape.