A wheel bearing device (1) including: an outer member (2) on the inner periphery of which an outer-side rolling surface (2c/2d) is formed; an inner member (3) on the outer periphery of which an inner-side rolling surface (3c/3d) is formed; and a plurality of rolling bodies (41) interposed between the rolling surfaces (2c/2d/3c/3d) of the outer member (2) and the inner member (3). The wheel bearing device having a spline hole (3b) formed in a through hole (3h) of the inner member (3). The spline hole includes a guide groove (3G) formed on an inner circumferential surface thereof. A guide plate (8G) of a finishing broach (8) passes through the guide groove in the inner periphery of the spline hole (3b).