A wheel bearing device, comprising a constant velocity universal joint and a wheel bearing comprising: an outer member having double-row outer raceway surfaces (13, 14) formed on an inner periphery thereof; an inner member comprising a hub wheel and an inner race, the inner member having double-row inner raceway surfaces (7, 8) formed on an outer periphery thereof so as to be opposed to the double-row outer raceway surfaces; and double-row rolling elements (3, 4) interposed between the double-row outer raceway surfaces (13, 14) of the outer member and the double-row inner raceway surfaces (7, 8) of the inner member, the wheel bearing having the constant velocity universal joint separably coupled thereto with a screw fastening structure, in which a stem section of an outer joint member of the constant velocity universal joint is fitted to an inner diameter portion of the hub wheel, wherein a plurality of projecting portions extending in an axial direction are formed on one of the hub wheel and the stem section of the outer joint member, and a plurality of depressed portions having an interference with respect to the plurality of projecting portions are formed on another of the hub wheel and the stem section of the outer joint member, and the stem section of the outer joint member is press-fitted to the hub wheel by an axial force which can be generated by the screw fastening structure and that causes the plurality of projections to perform plastic deformation and cutting in the plurality of depressed portions, and a shape of the plurality of projecting portions is transferred to the another of the hub wheel and the stem section of the outer joint member, to thereby provide a projection and depression fitting structure in which the plurality of projecting portions and the plurality of depressed portions are brought into close contact with each other at an entire fitting contact portion therebetween, wherein flash portion is generated due to transfer of the shape of the plurality of projection portions through the press fitting, and wherein the projection and depression fitting structure further comprises a guide portion for guiding a start of the press fitting. an outer member having double-row outer raceway surfaces (13, 14) formed on an inner periphery thereof; an inner member comprising a hub wheel and an inner race, the inner member having double-row inner raceway surfaces (7, 8) formed on an outer periphery thereof so as to be opposed to the double-row outer raceway surfaces; and double-row rolling elements (3, 4) interposed between the double-row outer raceway surfaces (13, 14) of the outer member and the double-row inner raceway surfaces (7, 8) of the inner member, the wheel bearing having the constant velocity universal joint separably coupled thereto with a screw fastening structure, in which a stem section of an outer joint member of the constant velocity universal joint is fitted to an inner diameter portion of the hub wheel, wherein a plurality of projecting portions extending in an axial direction are formed on one of the hub wheel and the stem section of the outer joint member, and a plurality of depressed portions having an interference with respect to the plurality of projecting portions are formed on another of the hub wheel and the stem section of the outer joint member, and the stem section of the outer joint member is press-fitted to the hub wheel by an axial force which can be generated by the screw fastening structure and that causes the plurality of projections to perform plastic deformation and cutting in the plurality of depressed portions, and a shape of the plurality of projecting portions is transferred to the another of the hub wheel and the stem section of the outer joint member, to thereby provide a projection and depression fitting structure in which the plurality of projecting portions and the plurality of depressed portions are brought into close contact with each other at an entire fitting contact portion therebetween, wherein flash portion is generated due to transfer of the shape of the plurality of projection portions through the press fitting, and wherein the projection and depression fitting structure further comprises a guide portion for guiding a start of the press fitting.