A wheel bearing assembly is provided which has a rotating speed sensor unit which includes a seal for preventing entry of foreign matter and which takes up little space and thus can be mounted on the wheel bearing assembly without increasing the axial dimension of the fixed member of the wheel bearing assembly. The assembly includes a fixed member fixed to a vehicle body, and a rotary member rotatably supported in the stationary member through a bearing and mounted to a vehicle wheel. An annular sensor is fitted to a knuckle, which is a part of the fixed member, on the inboard side of the bearing. A sensor seal is fitted to the annular sensor and has a seal lip kept in slide contact with a seal land formed on a constant-velocity joint outer ring, which is a part of the rotary member, to define a sealed space on the inboard side of the bearing. An encoder is mounted on a bearing inner ring, which is a part of the rotary member, in the sealed space. The sensor element is disposed in the sealed space, opposite the encoder.