A wheel support bearing assembly comprises a stationary outer member and a rotatable inner member. The to-be-detected parts of angle detection sensors are fixed to the inner member and an outer race of a constant velocity joint connected to the inner member, respectively. Detecting parts of the angle detection sensors are fixed to the outer member in face-to-face relation with the to-be-detected parts. The bearing assembly also includes a load conversion unit detecting a relative angular difference between the inner member and the constant velocity universal joint by comparing the detection signals from the detecting parts to detect the load acting on the bearing assembly.