3 an inner member 1 with inner rings 15 having raceways 1 a 1 b on the outer surface is provided a brake rotor 20 is fixed to the outer side 2 a of the wheel mounting flange 2 of the outer member 3 the wheel bearing assembly shown in fig2 is a 20th embodiment of this invention it has the same structure as the embodiment of fig7 it has its outer member 3 formed by pressing in a separate outer ring 17 having two raceways 3 a 3 b on its inner surface and having a wheel mounting flange 2 an inner member 1 with inner rings 15 formed with raceways 1 a 1 b on its outer surface is provided inside the outer member 3 through rolling elements 8 in the embodiments of fig2 and 25 the outer side 2 a of the wheel mounting flange 2 for fixing the brake rotor 20 is finished to surface roughness of 3 ra or under by secondary cutting also in each of the 12th to 20th embodiments secondary cutting of the side 2 a or 2 b of the wheel mounting flange 2 is carried out after the inner member 1 or outer member 3 subjected to primary cutting has been heat.