A wheel support bearing assembly includes rolling elements interposed between outer and inner members, and sensor units are fitted to one of the outer and inner members, which serves as a stationary member. Each of the sensor units includes a strain generating member, having two or more contact fixing segments fixed to the stationary member, and two or more sensors fitted to the strain generating member for detecting strains occurring in the strain generating member. The two or more contact fixing members are arranged at the same axial positions of the outer diametric surface of the stationary member in a fashion spaced in a circumferential direction. A calculating section is provided for estimating the load acting in the wheel support bearing assembly by the sum of respective output signals of the sensors.