A vehicle wheel bearing apparatus which improves the surface run-out of the wheel mounting flange to limit the generation of brake judder and also to increase the strength of the flange has a double row rolling bearing to rotatably support a wheel relative to a body of a vehicle. Double row rolling elements are between an inner member and an outer member. The inner member includes a wheel mounting flange, to secure the wheel via a brake rotor, and a cylindrical brake pilot portion, which extends from the wheel mounting flange to support the brake rotor. A plurality of hub bolts is press-fit into the wheel mounting flange along its circumference. The wheel mounting flange includes an annular recess portion recessed from the side surface of an outboard side at a base of the wheel mounting flange. The annular recess portion includes a corner region crossing the brake pilot portion which is formed with a predetermined hardened layer by high frequency induction quenching. The side surface is cut after the hub bolts are press fit into the wheel mounting flange.