A bearing device for a wheel enabling a reduction in weight and size and the number of parts and capable of preventing rain water and dust from entering therein and differential gear oil from leaking, comprising an inside member (3) having a hub wheel (1) in which a bearing for the wheel is installed in an opening part between an axle tube (H) supported on the lower surface of a vehicle body and a drive shaft (D/S) inserted into the axle tube and the bearing for the wheel is formed integrally with a wheel mounting flange (6) at one end and a cylindrical part (7) is formed thereon and an inner ring (10) press-fitted into the cylindrical part (7), an outer member (4) inserted onto the inner member (3), and multiple rows of rolling elements (5) rollingly stored between the inner member (3) and the outer member (4). The inner ring (10) is prevented from coming off in the axial direction by a clamping part (13) formed by elastically deforming the end part of the cylindrical part (7) in the radial outer direction. A cap (9) formed of a steel plate core (9a) formed in a generally channel shape in cross section and an elastic member (9b) joined to the fitting part of the core (9a) is press-fitted into the inner diameter part of the wheel mounting flange (6).