A wheel axle bearing unit for a vehicle is to be made lighter in weight, so as to prolong a life span thereof. A first grooved portion is formed by removing an excess in thickness in a region between dual raceways on an outer circumferential surface of a hub and an inner race which constitute the inner member of the wheel axle bearing unit, for enlarging a space inside the bearing, thereby increasing an amount of grease that can be retained in the region between the dual raceways. Also at a position corresponding to the first grooved portion, a second grooved portion is formed by removing an excess in thickness on an inner circumferential surface of an outer race, which constitutes an outer member.