There is provided a sensor equipped wheel support bearing assembly with rolling elements interposed between outer and inner members and with a strain sensor fixed to a stationary member served by one of the outer and inner members. The strain sensor includes a strain generating member and a sensor element secured thereto. The strain generating member has first and second contact fixing segments respectively associated with a flanged face provided in the outer member and a peripheral surface of the stationary member. These contact fixing segments have a joint region therebetween having a bent portion convexed toward the outer member. A location in the strain generating member where the sensor element is secured is on the first contact fixing segment side of the bent portion and yet in the vicinity of the bent portion.