A method is directed to a production of a bearing device for a wheel including an inner member and an outer member rotatable relative to each other through a plurality of rolling elements, in which a component part forming one of the inner member and the outer member is a hot forged product. In the practice of this method, during or at the end of a hot forging step for hot forging the component part, a portion of the component part is cooled by spraying a coolant or by controlling an atmospheric temperature, to thereby render a matrix of the component part to represent a standard structure and render a surface portion of the component part to represent a non-standard structure.