In a motorcycle or a three-wheeled vehicle which tiltably supports a proximal end portion of a swing arm which pivotally supports a wheel on a vehicle body frame by way of a pivot shaft, the swing arm pivot structure is inexpensive and can be easily assembled without particularly using relatively expensive bearings such as taper bearings. At the same time, the preload adjustment is no longer necessary thus facilitating the assembling operation and the maintenance operation. A proximal portion of the pivot shaft is connected to the swing arm in a state wherein the proximal portion is non-rotatable relative to the swing arm. At the same time, a distal portion of the pivot shaft is fitted in and held by the vehicle body frame in a state wherein the distal portion is rotatable relative to the vehicle body frame.