There is provided a wheel support bearing assembly in which at least one of the outer member (5) and inner member, which includes a wheel mounting flange (10), is, after having been forged, air cooled or thermally refined. The respective rolling surfaces of the outer member (5) and the inner member are hardened to have a predetermined surface hardness. The root radial dimension of the section of a groove bottom arc in the serrations (9) of the hub unit (1) is regulated to a value within the range of 0.2 mm to 0.8 mm.