A wheel bearing apparatus has an outer member, an inner member including a wheel hub and at least one inner ring, and double row rolling elements freely rollably contained between the inner and outer raceway surfaces of the inner and outer members via cages. A hardened ring-shaped gear member is mounted on an end of a cylindrical portion of the wheel hub. The gear member is formed with a gear portion on its outer circumference and with a splined portion on its inner circumference. The splined portion engages a hub-splined portion formed on the outer circumference of the cylindrical portion of the wheel hub. A contacting surface of the gear member and a contacting surface of the inner ring that abut against each other are ground. The inner rings are axially immovably secured under a condition where a predetermined amount of a bearing pre-stress is applied to the inner rings via the gear member.