To provide a bearing for a wheel, and the bearing device for the wheel having the same, in which the wall thickness of an inner ring is optimized to reduce the weight, size and cost of the device, and the durability of the bearing is increased.

A connection section 27 between an annular recess 25 and an outer diameter surface 10b of an outer member 10 is formed in a circular arc shape substantially concentric with the curvature center of each outer rolling surface 10a to form the wall thickness of the outer member 10 substantially uniform by cold rolling from a pipe material, and a connection section 29 between an inner diameter surface 11d of the inner ring 11 and a shoulder section 28 is formed in a circular arc shape substantially concentric with the curvature center of an inner rolling surface 11a to make the wall thickness of the inner ring 11 substantially uniform by cold rolling from the pipe material. The wall thickness Tmi of a bottom groove section of the inner rolling surface 11a is set to be greater than the wall thickness Tmo of the bottom groove section of the outer rolling surface 10a (Tmi≥Tmo), and the wall thickness Ti of the inner ring 11 in the direction of contact angle α is set to be greater than the wall thickness To in the direction of contact angle α of the outer member 10 (Ti≥To).