To provide an inexpensive rolling bearing unit for supporting a wheel which tends to cause no damage in an inner ring even if a flaw is detected in the inner ring or hoop stress is generated in the inner ring owing to a swaging work.

The rolling bearing unit for supporting the wheel is provided with a hub wheel 2, the inner ring 3, an outer ring 4 and a plurality of rows of rolling elements 5, 5. A cylindrical portion 11 having a small outer diameter is formed in the inner end side portion of the hub wheel 2, and the inner ring 3 is inserted into the cylindrical portion 11 and a front edge part 11a of the cylindrical portion 11 which juts into the inner end side rather than the inner ring 3 is plastically deformed in the radial direction outwardly so that the inner ring 3 and the hub ring 2 are integrally swaged and fixed. Then, the inner ring 3 is composed of a high carbon chromium steel and is subjected to the austempering treatment.