A bearing assembly carrying a rotational speed sensor unit is proposed. The sensor unit includes a sensor holder mounted on the outer member of the bearing assembly and having a pocket in which is received the sensor. The pocket has a clip portion which, with the sensor fully inserted in the pocket, elastically engages the sensor to press it against the end of the outer member. The pocket has a bottom frame at its bottom or a front wall having a bottom edge. With the sensor fully inserted in the pocket, the bottom frame or the bottom edge of the front wall is configured to abut the bottom end of the front side of the sensor, thereby keeping the sensor from inclining backward even if it is pushed backward at its upper portion. This prevents the sensor from disengaging from the pocket in a radial direction of the bearing.