A method of manufacturing a wheel rolling bearing device, the wheel rolling bearing device provided with a shaft member comprising: a shaft portion having a solid columnar shape; a fitting shaft portion which is coaxially formed at one end side of the shaft portion; and a flange portion which is positioned between the shaft portion and the fitting shaft portion, and which is extended outward in a radial direction, the method comprising: fitting an outer ring, which has a first outer ring raceway face and a second outer ring raceway face which are formed on an inner peripheral face thereof, to the shaft portion, and assembling a plurality of first rolling elements between a first inner ring raceway face and the first outer ring raceway face; fitting an inner ring, which has a second inner ring raceway face which is formed on an outer peripheral face thereof, to the shaft portion, and assembling a plurality of second rolling elements between the second inner ring raceway face and the second outer ring raceway face; and pressing a caulking jig against a face to be caulked, which is an end face of the shaft portion having the solid columnar shape protruded from the inner ring toward the other end side, and oscillating the caulking jig while pressing the caulking jig in a direction of the one end side of the shaft portion, thereby spreading and caulking the face to be caulked, characterized in that a jig caulking face of the caulking jig has a conical shape having an obtuse vertical angle, and includes an edge inclined face in which an edge portion of an outer periphery of the conical shape is reversed with respect to a conical face toward the vertical angle, and on occasion of caulking using the caulking jig, inclining the caulking jig with respect to a rotation axis of the shaft portion in accordance with a degree of the vertical angle of the jig caulking face, butting an apex at a center of the jig caulking face against a center of the face to be caulked, and oscillating the caulking jig around the apex which is butted, thereby spreading and caulking the face to be caulked of the shaft portion having the solid columnar shape, and pressing an edge of the face to be caulked which has been spread toward the one end side of the shaft portion with the edge inclined face. a shaft portion having a solid columnar shape; a fitting shaft portion which is coaxially formed at one end side of the shaft portion; and a flange portion which is positioned between the shaft portion and the fitting shaft portion, and which is extended outward in a radial direction, the method comprising: fitting an outer ring, which has a first outer ring raceway face and a second outer ring raceway face which are formed on an inner peripheral face thereof, to the shaft portion, and assembling a plurality of first rolling elements between a first inner ring raceway face and the first outer ring raceway face; fitting an inner ring, which has a second inner ring raceway face which is formed on an outer peripheral face thereof, to the shaft portion, and assembling a plurality of second rolling elements between the second inner ring raceway face and the second outer ring raceway face; and pressing a caulking jig against a face to be caulked, which is an end face of the shaft portion having the solid columnar shape protruded from the inner ring toward the other end side, and oscillating the caulking jig while pressing the caulking jig in a direction of the one end side of the shaft portion, thereby spreading and caulking the face to be caulked, characterized in that fitting an outer ring, which has a first outer ring raceway face and a second outer ring raceway face which are formed on an inner peripheral face thereof, to the shaft portion, and assembling a plurality of first rolling elements between a first inner ring raceway face and the first outer ring raceway face; fitting an inner ring, which has a second inner ring raceway face which is formed on an outer peripheral face thereof, to the shaft portion, and assembling a plurality of second rolling elements between the second inner ring raceway face and the second outer ring raceway face; and pressing a caulking jig against a face to be caulked, which is an end face of the shaft portion having the solid columnar shape protruded from the inner ring toward the other end side, and oscillating the caulking jig while pressing the caulking jig in a direction of the one end side of the shaft portion, thereby spreading and caulking the face to be caulked, characterized in that a jig caulking face of the caulking jig has a conical shape having an obtuse vertical angle, and includes an edge inclined face in which an edge portion of an outer periphery of the conical shape is reversed with respect to a conical face toward the vertical angle, and on occasion of caulking using the caulking jig, inclining the caulking jig with respect to a rotation axis of the shaft portion in accordance with a degree of the vertical angle of the jig caulking face, butting an apex at a center of the jig caulking face against a center of the face to be caulked, and oscillating the caulking jig around the apex which is butted, thereby spreading and caulking the face to be caulked of the shaft portion having the solid columnar shape, and pressing an edge of the face to be caulked which has been spread toward the one end side of the shaft portion with the edge inclined face.