To provide a sensor incorporated wheel support bearing assembly, in which a load sensor can be compactly installed in an automotive vehicle, the load acting on the vehicle wheel can be detected with high sensitivity and the manufacturing cost can be reduced, the bearing assembly having a plurality of rows of rolling elements interposed between an outer member and an inner member includes a sensor unit 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 and a strain sensor fitted thereto. The sensor mounting member has two contact fixing portions fixed to the outer member and a first contact fixing portion is fixed to a flange surface of the outer member and a second contact fixing portion is fixed to a peripheral surface of the outer member.