The portion axially opposed to an encoder 13a in a bottom part 23a constructing the cap 19a for closing an opening of an axially inboard end of an outer ring 2 is formed with a through hole 25a pierced in an axial direction. And, the bottomed cylindrical sensor insertion case 26a made of a non-magnetic material is axially inserted into an inside of the through hole 25a with a bottom plate part 35a facing to the lead, and is internally fitted to the inside of the through hole 25a. Also, a rubber O ring 56 is pinched in annular space 55 formed between an outer peripheral surface of a cylindrical part 39a constructing the sensor insertion case 26a and an inner peripheral surface of a middle-diameter hole part 53 constructing the through hole 25a in a state having a radial interference.