A cylindrical liner 29 made from steel is inserted into a knuckle 3b made from a light alloy, when casting the knuckle. Then, an outer ring 6b constituting a wheel bearing unit is internally secured to the inner diameter side of the liner 29. The finishing-process of double row outer ring raceways 11a and 11b formed on the inner peripheral surface of the outer ring 6b may be performed prior to internally securing the outer ring 6b to the liner 29. Since it is not necessary to set a knuckle 3b, which is large and complex in shape, into processing equipment to perform finishing-process of the respective outer ring raceways 11a and 11b, it realizes a structure enabling a reduction in the total weight and the number of assembling steps, of the knuckle and the wheel bearing unit, thereby reducing the total manufacturing cost.