Provided is a wheel bearing device for making an apparatus light and compact and for facilitating an assembly and reducing the number of assembling steps drastically. The wheel bearing device has a fourth-generation structure constituted of double-row conical roller bearings of back facing type. A cylindrical stem portion (23) is formed integrally with an outer joint member (16). This stem portion (23) is radially expanded to bite into a rugged portion (17) formed in the inner circumference of a hub wheel (12) thereby to plastically joint the hub wheel (12) and the outer joint member (16) integrally. A retainer (7) is formed by an injection molding. A pillar portion (11) between pockets (10) is positioned on the radially inner side than the pitch circle diameter of conical rollers (3). The radially inner side opening of the pockets (10) has a width (W) set such that the conical rollers (3) are guided, without coming out to the radially inner side, in contact with the taper side face of the pillar portion (11). A large flange (2b) for guiding the conical rollers (3) is integrally formed on the radially outer side of an outer side rolling face (2a) of an outer member (2).
