To provide a rolling bearing device for a wheel capable of arranging a lubricant for preventing stick slip at a position opposed to one end surface of an inner ring member by positioning and mounting a protective member in one of an outer ring member and the inner ring member.

The rolling bearing device includes the outer ring member 50 attached to a vehicle body side member, the inner ring member 40 attached to a shaft part of the outer ring of a constant velocity joint, and a rolling element 54 arranged rollably between both the rings. A magnetized ring 63 is attached near one end of the outer peripheral surface of the inner ring member 40. The protective member 80 protecting the magnetized ring 63 is mounted in one of the outer ring member 50 and the inner ring member 40. The protective member 80 includes an attachment part 82 positioned and attached to one of both the ring members, a covering part 83 covering and protecting the magnetized ring 63, and the lubricant 85 preventing the stick slip.