At least any one of a bearing member (inner race, outer race and rolling element) is formed with a steel material containing 0.2 to 1.2 wt % of C, 0.7 to 1.5 wt % of Si, 0.5 to 1.5 wt % of Mo, 0.5 to 2.0 wt % of Cr, and 12 ppm or less of O. The bearing member is treated with carbonitriding, and thereafter, quenching and tempering so as to provide carbon concentration in the steel surface being 0.8 to 1.3 wt % and nitrogen concentration on the same being 0.2 to 0.8 wt %.