An outer ring and rolling elements are fitted to a shaft portion of a shaft member for a wheel rolling bearing device from a shaft end portion of the shaft member, an inner ring and rolling elements are fitted to the shaft portion, and then the shaft end portion is clinched to form a clinched portion to thereby fix the inner ring. At this time, the shaft end portion to be clinched has a solid columnar shape, and a clinching jig is pressed against the shaft end portion, and the clinching jig is oscillated while being pressed in a direction toward one end side of the shaft portion to thereby increase the diameter of the shaft end portion to clinch the shaft end portion.