To provide a wheel support bearing assembly in which the frictional resistance can be effectively reduced while effects of minimizing leakage of the filled lubricant and ingress of dust and muddy water from outside of the bearing assembly are secured, the wheel support bearing assembly includes an outer member 1, an inner member 2 positioned inside the outer member 1 with an annular working space defined between it and the outer member 1, and rows of rolling elements 3 accommodated within the annular working space and rollingly received in part within outer raceways 4 in the outer member 1 and in part within inner raceways 5 in the inner member 2. Opposite open ends of the annular working space are sealed by respective sealing members 7 and 8 which are secured to one of the outer and inner members 1 and 2. Each of those sealing members 7 an 8 has a plurality of elastic sealing lips 10a to 10c or 12a to 12c having their free ends oriented towards associated sealing surfaces 2c defined on the other of the outer and inner members 1 and 2, or 15aa and 15ba defined on a sealing contact member 15 secured to the other of the outer and inner members 1 and 2. Of those elastic sealing lips, the axially innermost sealing lips 10a and 12a function as a non-contact sealing lip that defines a respective gap of a size .delta.1 and .delta.2 sufficient to provide a non-contact sealing effect. The remaining sealing lips 10b, 10c, 12b and 12c function as a contact sealing lip.