To provide a bearing device for wheels with a brake rotor and its manufacturing method capable of improving face run-out accuracy in the brake rotor, and restraining the generation of brake judder.

In this bearing device for the wheels with the brake rotor into which a plurality of hub bolts 4a are pressed at constant intervals along the circumferential direction of a wheel mounting flange 4 of a hub wheel 2, and the brake rotor 5 having bolt holes 5b in which the hub bolts 4a are fitted is mounted at the wheel mounting flange 4, a marking Mh is formed on the edge surface of the hub bolt 4a which is nearest to a face run-out maximum position to the inner side of the side surface 4b of the wheel mounting flange 4 among the hub bolts 4a, a marking Mr is formed adjacent to the bolt hole 5b which is nearest to the face run-out maximum position to the outer side of the side surface 5a of the brake rotor 5 among the bolt holes 5b, and the brake rotor 5 is mounted to the wheel mounting flange 4 with phases of the respective markings Mh, Mr made made to coincide with each other.