To provide a method of manufacturing a wheel bearing device, and the wheel bearing device, capable of suppressing pressure increases in the bearing when a seal member is press-fitted.

A method of manufacturing a wheel bearing device includes: a communication member mounting step of mounting a communication member 9 having flexibility from a bearing inner space 6 to a bearing outer space 10 while a ball 5 is mounted in an outer ring 2; an inner ring related mounting step of mounting a vehicle outer side seal member 7, an inner shaft 3 and an inner ring 4 to produce a state where the bearing inner space 6 and the bearing outer space 10 are brought into communication with each other by a communication hole 9a formed in a surrounding space of the communication member 9 in a sliding part 72g where the vehicle outer side seal member 7 makes slide contact with an outer peripheral surface of the inner ring 3, following the communication member mounting step; a seal press-fitting step of press-fitting a vehicle inner side seal member 8, following the inner ring related mounting step; and a communication member removal step of removing the communication member 9, following the seal press-fitting step.