A wheel bearing apparatus is formed as a unit of a wheel hub and a double row taper roller bearing. An outer member is formed with double row tapered outer raceway surfaces, each opened axially outward, on its inner circumference. An inner member, including the wheel hub, has a wheel mounting flange integrally formed at one end of the wheel hub. On its larger outer diameter side, the inner ring has a larger flange portion to guide the tapered rollers. The at least one inner ring is secured on the wheel hub by a caulked portion. A predetermined hardened layer is formed by high frequency induction hardening over a range from the base of the wheel mounting flange to the cylindrical portion. A position of the inner side end of the hardened layer is set within a range from an edge of a chamfered portion at the caulked side of the inner ring to a position corresponding to a root of the larger flange portion.