A vehicle wheel bearing apparatus has an outer member, an inner member and double row rolling elements. A wheel mounting flange is integrally formed on a driving side of the inner member for mounting a wheel via a brake rotor. Through apertures are formed on the wheel mounting flange. Hollow pins, having a chamfered portion, are press-fit into the through apertures. The brake rotor is formed with insert apertures to receive the pins, at positions respectively corresponding to the hub bolts and pins. The brake rotor can be temporarily mounted on the wheel mounting flange by inserting or press-fitting the chamfered end sides of the pins into the insert apertures.