A bearing device for a wheel enabling the easy control of quality since there is no possibility of cracking even if caulking is applied thereto. The bearing device comprises an outer ring having double rows of raceway surfaces on the inner periphery thereof, an inner member having raceway surfaces opposed to the raceway surfaces, and balls interposed between the double rows of raceway surfaces opposed to each other. The inner member further comprises a HUB ring and an inner ring. Caulking is applied to the HUB ring to join it to the inner ring. The grain size number of the austenite grains of a caulked section is at least 6.