A wheel support bearing assembly comprising: an inner race member formed with one raceway of a double-row tapered roller bearing assembly; a hub axle having an inner race member mounting surface formed on an outer periphery at one end of the hub axle and adapted to be mounted with the inner race member, the other raceway of the double-row tapered roller bearing formed at a location adjacent to the inner race member mounting surface, and a hub flange provided at the other end of the hub axle; an outer race member; and a double rows of tapered rollers interposed between the raceway of the hub axle and one raceway of the outer race member, and between the raceway (2b, 3b) of the inner race and the other raceway of the outer race member, respectively; either one of said hub axle or said outer race member being provided with a large collar (2d, 3d) at a hub flange-side end of the raceway thereof in contact with a large end face of the tapered roller, and further having a recess in the form of a groove, formed by means of turning, extending circumferentially along a corner portion defined cooperatively by the large collar and the raceway therebetween, said one of the hub axle and the outer race member, both of which are made of a carbon steel, having a surface that is formed following the turning with a hardened layer by means of a heat treatment, lying at least from the raceway to a portion in the vicinity of a root portion of the hub flange, including the recess, wherein a surface within the recess in the hardened layer is machined or ground to such an extent that the hardened layer is not interrupted to thereby apply a compressive residue stress to the hardened layer. an inner race member formed with one raceway of a double-row tapered roller bearing assembly; a hub axle having an inner race member mounting surface formed on an outer periphery at one end of the hub axle and adapted to be mounted with the inner race member, the other raceway of the double-row tapered roller bearing formed at a location adjacent to the inner race member mounting surface, and a hub flange provided at the other end of the hub axle; an outer race member; and a double rows of tapered rollers interposed between the raceway of the hub axle and one raceway of the outer race member, and between the raceway (2b, 3b) of the inner race and the other raceway of the outer race member, respectively; either one of said hub axle or said outer race member being provided with a large collar (2d, 3d) at a hub flange-side end of the raceway thereof in contact with a large end face of the tapered roller, and further having a recess in the form of a groove, formed by means of turning, extending circumferentially along a corner portion defined cooperatively by the large collar and the raceway therebetween, said one of the hub axle and the outer race member, both of which are made of a carbon steel, having a surface that is formed following the turning with a hardened layer by means of a heat treatment, lying at least from the raceway to a portion in the vicinity of a root portion of the hub flange, including the recess, wherein a surface within the recess in the hardened layer is machined or ground to such an extent that the hardened layer is not interrupted to thereby apply a compressive residue stress to the hardened layer. either one of said hub axle or said outer race member being provided with a large collar (2d, 3d) at a hub flange-side end of the raceway thereof in contact with a large end face of the tapered roller, and further having a recess in the form of a groove, formed by means of turning, extending circumferentially along a corner portion defined cooperatively by the large collar and the raceway therebetween, said one of the hub axle and the outer race member, both of which are made of a carbon steel, having a surface that is formed following the turning with a hardened layer by means of a heat treatment, lying at least from the raceway to a portion in the vicinity of a root portion of the hub flange, including the recess, wherein a surface within the recess in the hardened layer is machined or ground to such an extent that the hardened layer is not interrupted to thereby apply a compressive residue stress to the hardened layer.