A vehicle wheel bearing includes a wheel hub having a hub flange to which a wheel is mounted; at least one inner ring mounted to one side of the wheel hub in a press-fitting manner; an outer ring provided radially outward of the inner ring and having a mounting flange to be mounted to the vehicle body on an outer circumferential surface; one or more rolling elements provided radially inward of the outer ring; and a sealing member configured to prevent foreign matters from flowing into the wheel bearing. The sealing member includes a first sealing member mounted to the wheel hub or the inner ring; and a second sealing member mounted to the outer ring. One or more elastic sealing lips are provided in one or both of the first sealing member and the second sealing member.