A wheel bearing apparatus for rotatably supporting a wheel includes an inner member having two rows of raceway grooves on its outer circumference, an outer member having two rows of raceway grooves on its inner circumference, and rolling elements interposed between the raceway grooves of the inner and outer members. The raceway grooves of the inner and outer members are formed by hardened steel cutting. In relation to at least the raceway groove on the outboard side out of the raceway grooves of the inner member, h/d exceeds 0.50 where h is the depth of the groove and d is the diameter of the rolling elements. This provides a wheel bearing apparatus being compact and capable of withstanding a high applied load without inviting an increase in the size of the bearing.