To provide a wheel bearing with a sensor capable of accurately detecting a load on a wheel by preventing slippage from occurring between the contact surfaces of the flange and knuckle of an outer member for mounting on a vehicle body.

In this wheel bearing, a plurality of rolling elements 5 are interposed between the outer member 1 and an inner member 2, and the flange 1a for mounting on the vehicle body is formed on the outer periphery of the fixed side member which is the outer member or the inner member. Bolt holes 14 are formed in the flange 1a at a plurality of positions in the circumferential direction. The flange 1a is attached to the knuckle 16 with knuckle bolts 18 inserted into the bolt holes 14. The flange 1a comprises projecting pieces 1aa in which the circumferential separated parts each having the bolt hole 14 project to the outer diameter side than the other portions. At least two adjacent projecting pieces 1aa are connected to each other through a bridging member 21. The wheel bearing also comprises a load detection means 19 for detecting the distortion of the outer member 1 and estimating the preload of the wheel bearing or the acting force between a tire and a road surface by the detected value.