A sensor-equipped wheel support bearing assembly, in which a load imposed on the wheel can be accurately detected without influences from hysteresis is provided. This wheel support bearing assembly includes an outer member having a plurality of rolling surfaces, an inner member having rolling surfaces opposed respectively to the rolling surfaces of the outer member, and rolling elements between the rolling surfaces. A sensor unit is provided in a stationary member of one of the outer and inner members, which unit includes a strain generating member having two contact fixing segments to be fixed to the stationary member and a sensor fitted to the strain generating member for detecting a strain induced in this strain generating member. The two contact fixing segments are arranged at respective positions held at the same phase in a direction circumferentially of the stationary member.