To provide a bearing device for a wheel mounted on a lightweight light alloy knuckle and preventing the lowering of pre-load and bearing creep from occurring due to the rise of temperature.

This bearing device for a wheel comprises a hub wheel 1 integrally having, at its one end, a wheel mounting flange 4 and having a small diameter step part 5 axially extending from the wheel mounting flange 4 formed thereon, a wheel bearing 3 formed of a double-row rolling bearing disposed on the small diameter step part 5, and the knuckle 2 forming a suspension device and formed of a light alloy. The wheel bearing 3 is press-fitted to the knuckle 2 with a specified interference, and the hub wheel 1 is rotatably pivoted on the knuckle 2. A pair of annular grooves 18 are formed in a load applying area on the outer periphery of the wheel bearing 3, and a resin band 19 formed of a heat resistant polyamide synthetic resin and having a linear expansion coefficient of 8 to 16 × 10-5/°C is filled in the annular grooves 18 by injection molding.