A wheel support bearing assembly includes outer and inner members rotatable relative to each other and circumferential rows of rolling elements interposed between raceway surfaces in the outer and inner members, respectively. The inner member has a hub axle having a wheel mounting flange and an inner race mounted on an inboard end of the hub axle, with the raceway surfaces defined in the inner race and the hub axle, respectively. A to-be-detected member is provided on a portion of an outer peripheral surface of the inner member, which is axially inwardly of the raceway surfaces defined in the inner race. A displacement sensor and a rotation sensor both confronting the to-be-detected member is provided in the outer member.