A wheel bearing device includes a hub ring, a double-row bearing and a constant velocity universal joint which are unitized together. At least one of double-row inner raceways of the bearing and a wheel mounting flange are formed on a hub ring. The hub ring and a stem portion of a joint outer ring of the constant velocity universal joint are fitted through a torque transmission assembly, wherein a pilot member as a separate element having a wheel guide portion and a brake guide portion is fitted to a side-end portion of the wheel mounting flange of the hub ring, and the hub ring and the pilot member are fixed to the joint outer ring by swaging.