A hub spindle bearing unit for the wheel is equipped with an inner ring having inner ring raceway surfaces formed on the outer peripheral surface of the shaft section itself of the hub spindle or an inner ring forming annular member formed separately from the shaft section, an outer ring member having outer ring raceway surfaces formed corresponding to the inner ring raceway surfaces, and balls rotatably disposed between the inner and outer rings, a groove section configured as a fragile section in which the strength against the shaft bending direction load exerted to the hub spindle is weaker than the strength of the hub spindle is formed in the outer ring member, and the groove section is deformed and broken earlier than the hub spindle when an excessive shaft bending direction load exceeding a load to be input during ordinary use is input to the hub spindle.