In a wheel support bearing assembly including a plurality of rolling elements (5) interposed between an outer member (1) and an inner member (2), a sensor unit (21) is fitted to one of the outer member and the inner member, which serves as a stationary member. The sensor unit includes a sensor mounting member (22) and a strain sensor (23) fitted to the sensor mounting member. The sensor mounting member has a plurality of contact fixing portions (22a, 22b) that are fixed to at least two locations spaced a distant from each other in a direction circumferentially of the outer member. A cutout (24) is provided in the outer member at respective positions corresponding to the neighboring contact fixing portions of the sensor mounting member, so as to extend in an axial direction. The strain sensor is arranged intermediate between the neighboring contact fixing portions.