A vehicle wheel bearing apparatus which can increase the strength and durability of the wheel hub under rotary bending condition as well as can reduce its weight without changing the configuration and dimension of the wheel mounting flange and without causing surface run-out has an outer member formed with double row outer raceway surfaces on its inner peripheral surface. An inner member is formed with double row inner raceway surfaces arranged opposite to the double row outer raceway surfaces. Double row rolling elements are freely rollable between the outer and inner raceway surfaces respectively of the outer and inner members. A wheel mounting flange is integrally formed with either one of the outer or inner members. At least one of the outer or inner members has threaded apertures to receive hub bolts to secure a wheel. At least one of the outer or inner members formed with the wheel mounting flange which is heat treated to have a predetermined surface hardness. The raceway surfaces are hardened by quenching to a predetermined surface hardness.