[Problem] To provide a wheel bearing apparatus intended to improve detection precision and seal performance while increasing rigidity of a sensor cap to improve reliability. [Solution] A cup-shaped inner-side cap (15) is press-fitted into the internal periphery of an end section of an outer member (2), the cap being press-formed from a nonmagnetic austenitic stainless steel plate and being provided with: a cylindrical mating part (15a); a disk part (15c) extending in the radial direction from the mating part (15a), and facing a magnetic encoder (14) across a slight gap in the axial direction; and a bottom section (15e) extending in the radial direction from the disk part interposed by a bend section (15d), and covering the end section on the inner side of an inner member (1). A rotation-speed sensor (21) abuts or lies proximal to the disk part (15c). A mating surface (20) is disposed facing the magnetic encoder (14) and is formed across a step (19a) on the end-section inner periphery of the outer member (2) on the inner side of the inner-side cap (15). A sensor cap (16) is press-fitted to the mating surface (20) interposed by a predetermined amount of interference.