A wheel bearing includes a constant velocity universal joint and a wheel bearing. The wheel bearing is separably coupled to the constant velocity universal joint with a screw fastening structure, in which a stem section of an outer joint member of the constant velocity universal joint is fitted to an inner diameter portion of the hub wheel. Projecting portions extending in an axial direction are formed on the stem section of the outer joint member, and depressed portions having an interference with respect to the projecting portions are formed on the hub wheel. The stem section of the outer joint member is press-fitted to the hub wheel, and a shape of the projecting portions is transferred to the other, to thereby provide a projection and depression fitting structure in which the projecting portions and the depressed portions are in close contact at an entire fitting contact portion therebetween.