A vehicle wheel bearing apparatus has an outer member, an inner member with a wheel hub, and at least one inner ring, double row rolling elements, seals and a rolling bearing fit onto the inner circumference of the wheel hub positioned and secured by a retaining ring. The retaining ring is mounted at an inner side position of a bearing center line. A retaining ring groove, for mounting the retaining ring, is formed with a substantially rectangular cross-section. Outer side and inner side corner portions of the retaining groove are formed with circular arc cross-sections. Each corner portion has a radius of curvature. The radius of curvature of the outer side corner portion is larger than the radius of curvature of the inner side corner portion.