A rolling bearing unit includes a shaft body, an inner ring mounted on the shaft body, an outer ring concentric with the inner ring, and a plurality of balls between the inner ring and the outer ring. A caulking portion to be caulked onto the outer end face of the inner ring is formed on the shaft body. A pre-load is applied to the balls to fix the inner ring to the shaft body. The retained austenite amount of an edge of the inner ring in the vicinity of the caulking portion is between 3% or more and 20% or less.