A vehicle bearing assembly includes a sensor mounting hole provided in a cover of an outer ring member; a rotational speed sensor that is inserted in the sensor mounting hole; and an O-ring disposed between an inner peripheral surface of the sensor mounting hole and an outer peripheral surface of the rotational speed sensor. A chamfered portion is formed along the edge of the opening of the sensor mounting hole on the outer face of the cover. A chamfer edge portion as the boundary between the inner peripheral surface of the sensor mounting hole and the chamfered portion has a depth in the axial direction.