A vehicle wheel bearing apparatus is formed as a unit and has a wheel hub with a wheel mounting flange at one end. A cylindrical portion extends from the wheel mounting flange, via a shoulder portion. A wheel bearing, formed by a double row rolling bearing, is press fit onto the cylindrical portion of the wheel hub. The wheel bearing has an outer member formed with double row outer raceway surfaces on its inner circumferential surface. A pair of inner rings, formed with inner raceway surfaces, is arranged opposite to the double row outer raceway surfaces. The rings are press fit onto the cylindrical portion of the wheel hub, via a predetermined interference. One ring abuts the shoulder portion. Double row rolling elements are freely rollably contained between the opposed inner and outer raceway surfaces, via cages. The inner rings are axially immovably secured by a caulked portion. The caulked portion is formed by plastically radially outwardly deforming the end portion of the cylindrical portion. The inner circumferential surfaces of one end of the inner rings are formed with predetermined chamfer portions. The chamfer portion of the inner ring of the inner side is smaller than the chamfer portion of the inner ring of the outer side.