A vehicle wheel bearing apparatus has an outer member and inner member. The inner member includes a wheel hub and inner ring. The outer member and inner member include respective raceway surfaces. Double row rolling elements are freely rollably contained between the outer and inner raceway surfaces, respectively, of the outer member and the inner member. At least the inner side rolling elements of the double row rolling elements are tapered rollers. A pitch circle diameter of the inner side rolling elements is set smaller than a pitch circle diameter of the outer side rolling elements. A substantially conical recess is formed at an outer side end portion of the wheel hub. The depth of the recess extends near to a shaft shaped portion beyond the bottom of the inner raceway surface of the wheel hub. The thickness of a portion of the wheel hub where the inner raceway surface is formed is set within a predetermined range. The outer side wall of the wheel hub is formed to have a substantially constant thickness along the inner surface of the recess.