A wheel bearing apparatus has a double row rolling bearing detachably united with a constant velocity universal joint. The double row rolling bearing has an outer member, an inner member, and double row rolling elements rollably disposed between the double row raceway surfaces of the outer member and inner member. The constant velocity universal joint has an outer joint member, a shoulder portion, and a shaft portion. A female thread is formed on the shaft portion. End faces of the shoulder portion and the caulked portion are formed with face splines, respectively. The face spline of the caulked portion has a portion where a tooth height of a tooth space of a portion radially outside the pitch circle diameter is set lower than that of other portions of the tooth space.