To adjust an internal gap of wheel-supporting conical roller bearings in plural lines.

This assembling method satisfies at least one of the following two conditions (1), (2). (1) All inner ring 9 is fitted on a step part 13 until rolling contact faces of plural conical rollers 17, 17 retained by a first retainer 18 abut on a first outer ring track 5, with relatively rotating or rocking a hub 2 and an outer ring 1. (2) By caulking a caulking part 14 with relatively rotating or rocking the hub 2 and the outer ring 1, an end face of the inner ring 9 is pressed and fixed.