A vehicle wheel bearing apparatus has an outer member; an inner member and double row balls freely rollably contained between outer raceway surfaces and inner raceway surfaces. An inner ring is axially secured relative to a wheel hub by a caulked portion. The caulked portion is formed by plastically deforming the cylindrical portion radially outward. The wheel hub is formed from medium-high carbon steel including carbon of 0.40-0.80% by weight and with a ferrite grain size number selected larger than #3.