A rolling bearing assembly includes: an outer ring member; an inner ring member; a hub wheel formed with a flange at one axial end thereof; and a seal member for sealing a space between one axial end of the outer ring member and an inside surface of the flange, which axially opposes the one end of the outer ring member. The seal member includes: a cylindrical core fitted on the one axial end of the outer ring member and axially extended from the one end toward the flange; and an annular lip portion secured to the core and formed from an elastic material as axially extended from the core to the inside surface of the flange.