Wheel bearing assembly

A wheel bearing assembly is provided which can prevent lowering of the bearing life due to entry of muddy water into the bearing through the gap between fitting surfaces of a first inner member (11) and a second inner member (21). These members are rotatably supported by mounting rolling elements between double-row raceways formed on the inner peripheral surface of the outer member and raceways formed on the outer peripheral surfaces of the first (11) and second (21) inner members. A stem (23) formed on the second (21) inner member is inserted into a hole formed in the first inner member and the tip of the stem (23) is caulked to hold the first and second inner members in a coupled state. An annular groove is formed in the outer periphery of the stem. A seal ring is mounted in the annular groove.