To provide a rolling bearing device with a sensor capable of enhancing a positioning function for fixing the ABS sensor, and capable of improving reliability.

The rolling bearing device with the sensor includes the ABS sensor 9 arranged opposedly to a magnetic encoder part 8, and a fixed holding member, the ABS sensor 9 is formed with an engaging protruded piece 9c protruded along a direction perpendicular to an axial direction, in one side of the axial direction of a body shaft part 9b, and the holding member includes a cylindrical engaging part 10d formed of a plate-like material, and press-in-engaged with an outer circumference of an outer ring 2a, and an adjacent arrangement plate part for arranging adjacently a disk part 10a and the cylindrical engaging part 10d opposed with a prescribed separate distance from the magnetic encoder part 8, the disk part 10a includes an attaching hole 10e inserted through with one side of the body shaft part 9b having the engaging protruded piece 9c, and a tip of the engaging protruded piece 9c is brought into pressure contact with an inner face of the adjacent arrangement plate part, under the condition where the body shaft part 9b is rotated by a prescribed angle, to bring the body shaft part 9b into pressure contact with the attaching hole 10e under the pressure contact condition.