A vehicle wheel bearing apparatus which can increase the strength and durability of the hub wheel under rotary bending conditions as well as lighten the apparatus without changing the configuration and dimension of the wheel mounting flange and without causing surface run-out has an outer member formed with double row outer raceway surfaces on its inner peripheral surface. An inner member is formed with double row inner raceway surfaces arranged opposite to the double row outer raceway surfaces. Double row rolling elements are freely rollably contained between the outer and inner raceway surfaces, respectively, of the outer and inner members. A wheel mounting flange is integrally formed with either one of the outer or inner members. At least one of the outer and inner members, on which the wheel mounting flange is formed, is heat treated and their raceway surfaces are hardened by quenching to a predetermined surface hardness.