A wheel assembly includes a hub and bearing unit in which an annular hub has an axial cylindrical seat with an outer ring of a bearing fitted thereto with radial interference. The ring is locked axially on the hub between a pair of annular rims which project radially outwardly from the outer cylindrical surface of the ring and have been cold-deformed so as to engage two opposite surfaces of the hub. The hub also has an outer radial flange for fixing a brake rotor which in turn has an inner radial flange arranged substantially in the same plane as the flange. The brake rotor is locked axially on the hub by at least one cold-deformed annular rim which projects radially outwardly from the flange on the hub so as to engage a respective one of two radial surfaces of the flange.