To provide a wheel support bearing assembly coupled with the knuckle of a type made of an aluminum alloy, in which an undesirable occurrence of electrocorrosion resulting from a galvanic cell developed at a surface area where the wheel support bearing assembly contacts the aluminum alloy knuckle is substantially eliminated, a wheel support bearing assembly is provided with an outer member (1) having an inner peripheral surface formed with raceways (4), an inner member (2) having raceways (5) defined therein in alignment with the raceways (4) in the outer member (1), and rows of rolling elements (3) positioned between the raceways (4 and 5) in the outer and inner members (1 and 2), respectively. The outer peripheral surface of the outer member (1) is formed with a vehicle body fitting flange (1a) for securement of the wheel support bearing assembly to a knuckle (14) made of an aluminum alloy and the outer peripheral surface of the inner member (2) is formed with a wheel mounting flange (2a) for the support of a vehicle wheel. An electrically insulating layer (17) is provided at a surface area of contact between the outer member (1) and the knuckle (14), that is, on a portion of the outer peripheral surface of the outer member (1) that is received in a bearing bore (14a) of the knuckle (14) and one of axial end faces of the vehicle body fitting flange (1a).