Provided is a bearing device for a wheel capable of suppressing a backlash in a circumferential direction, excellent in coupling workability of a hub wheel and an outer joint member of a constant velocity universal joint, and excellent in strength owing to stable fitting between the hub wheel and the outer joint member of the constant velocity universal joint. An axle module using such bearing device for a wheel is also provided. Projecting portions extending in an axial direction are provided on one of an outer surface of a shaft section of the outer joint member and an inner surface of a hole portion of the hub wheel. The projecting portions are press-fitted into the other along the axial direction, and recessed portions are formed in the other through press-fitting of the projecting portions. Thus, a recess-projection fitting structure is formed, in which the projecting portions and the recessed portions are held in close contact with each other through an entire region of fitting contact regions therebetween. Hardness of at least press-fitting start end portions of the projecting portions is set to be higher than hardness of a recessed-portion forming region. A hardness difference therebetween is set to be equal to or larger than 20 points in HRC.