A wheel support bearing assembly excellent in the strength and the creep resistance is provided. An inner member (3) of the bearing assembly includes a hub axle (4) made of carbon steel and having a radially outwardly extending hub flange (22) formed on an outer peripheral surface of the hub axle (4) at a location adjacent the outboard end thereof, and an inner race member (5). The hub axle (4) has a radially inwardly depressed mount (4a) defined on the outer peripheral surface thereof at a location adjacent the inboard end thereof, and the inner race member (5) is fixedly mounted on the depressed mount (4a). A raceway (3b) is defined in an outer peripheral surface of the inner race member (5). The inner race member (5) has a radially inner end edge, delimited between an inner peripheral surface thereof and an annular inboard end face thereof, which edge is chamfered to represent a rounded inner end corner (5a), and is fixed on the depressed mount (4a) by means of an annular end stop (4c) that is formed by staking the inboard end of the hub axle so as to protrude radially outwardly. The hub axle (4) also includes a hardened layer (20) formed on a surface portion of the outer peripheral surface thereof at a region between a root (22a) of the hub flange (22) and the depressed mount (4a). An inboard end of the hardened layer extends to a position between the raceway (3b) and the rounded inner end corner (5a) of the inner race member (5).