A sensor equipped wheel support bearing assembly for supporting a vehicle wheel rotatably relative to a vehicle body, including an outer member; an inner member; a plurality of rows of rolling elements interposed between the outer and inner member; a strain sensor unit, made up of a strain generating member and a sensor element fitted to the strain generating member for detecting strains induced in the strain generating member, is fitted to one of the outer and inner members, that serves as a stationary member; and a covering member that covers at least the sensor element sealingly, provided on a mounting surface of the strain generating member of the strain sensor unit, on which the sensor element is mounted, the covering member being made of a resin which is over-molded or an elastomer bonded by vulcanization.