To provide a wheel bearing with a load sensor capable of installing compactly the load sensor on a vehicle, and detecting stably a load applied to the wheel.

An outer member 1 wherein a plurality of rows of rolling contact surfaces 4 are formed on the inner circumferential surface and an inner member 2 wherein rolling contact surfaces 5 facing to the rolling contact surfaces 4 of the outer member 1 are formed are provided, and a plurality of rows of rolling elements 3 are interposed between both rolling contact surfaces 4, 5, to thereby support rotatably the wheel to a car body. A detection part 15 comprising a magnetostrictive material is provided on an axial direction position corresponding to a rolling element row on the outer diameter surface of the outer member 1. The load sensor 16 for detecting the load applied to the bearing by detecting a magnetostrictive change of the detection part 15 is provided.