To provide an air filling bag and a tire wheel assembly with a simple constitution capable of being mounted without largely changing a structure of the wheel and automatically adjusting the air pressure in the tire utilizing rotation action of the tire during traveling of the vehicle.

The air filling bag 5 for automatically adjusting the air pressure of the tire 1 formed with side parts 31, 32 at both sides of a tread part 2 is provided. The air filling bag 5 includes a bag-like body 6 mounted so as to be laid on the side part 31 and the wheel 4 and expanded/contracted by expansion and contraction action of the side part 31 during traveling. The bag-like body 6 includes an air taking-in port 7 for taking-in air from the outside; and an air discharge port 8 for discharging the air taken-in to the inside into the tire 1. The air discharge port 8 is made facing to an air filling port provided on the side part 31 of the tire 1.