A cap member for covering a sensor unit such as a rotational speed sensor is composed of a cylindrical wall, a thin bottom wall and an open end to be closed with a closing member. The cap member is formed by molding a resin material. Molten resin is injected into a cavity formed by an inner die and an outer die. After the injected resin is cooled, the inner die is separated from the molded cap member. If the molded cap member adheres to the inner die, it would be difficult to separate the inner die from the cap member by pulling out the inner die in the axial direction. A structure anchoring the cap member to the outer die is formed on an outer surface of the cylindrical wall. The anchoring structure may be formed in a shape of a ring or rings surrounding the center axis of the cap member. Alternatively, the anchoring structure may be formed in a shape of a depressed groove or grooves.