A wheel bearing device equipped with: an inner member including an outer ring (2), a hub ring (3), and at least one inner ring (4) press-fitted into the hub ring (3); multiple rows of rolling bodies (5a/5b); a magnetic encoder (9) provided on an end portion of the inner ring; a cover (10) fitted onto the outer ring (2); and a magnetic sensor (11) provided on the cover. The cover includes a large-diameter cylindrical section (10a) fitted onto the outer ring, a step section (10b) protruding toward the inside in the radial direction and contacting an end surface of the outer ring, and a small-diameter cylindrical section (10c) extending in the axial direction from the step section. A portion of the ground-surface side of the small-diameter cylindrical section forms a protruding circumferential surface (S), and a drain hole (10e) is formed in the protruding circumferential surface (S).