The present invention relates to a bearing apparatus with a sensor and a rolling bearing with a sensor used to movers such as automobiles or railway carriers, facility machines of equipment, or machine tools. One of the embodiments comprises a sensor detecting conditions of the rolling bearing, a ring-shaped sensor cover housing the sensor therein and secured to a stationary-side bearing ring, and a ring shaped presser member secured to a bearing housing provided outside in a radius direction of the sensor cover, or secured to a shaft, and an opening portion is provided at a decided portion of the sensor cover, and projections standing toward a side of the presser member are furnished in the circumference of the opening portion, the presser member is defined with cutouts for inserting the projections, and the cutouts are arranged with the projections.