A rolling bearing apparatus includes a sensor cover capable of avoiding a pulser ring from being damaged by the sensor cover with excellent positional accuracy relative to the pulser ring or the like. The rolling bearing apparatus includes a structure in which whereas an outer peripheral edge of a sensor main body of a sensor cover is folded to bend to an inner side of a bearing and a conical portion as a fitting portion is formed at a folded to bend portion thereof, a conical portion as a fitted portion for fitting the fitting portion is formed at an inner peripheral surface of an outer ring and a position in an axial direction of the sensor cover relative to a pulser ring is set to position by fitting the two conical portions.