A wheel bearing apparatus provided with a rotational speed detecting apparatus comprising: an outer member (2, 23, 32) integrally formed on its outer circumference with a body mounting flange to be mounted on a knuckle and on its inner circumference with double row outer raceway surfaces (2a, 2a; 2a, 2b); an inner member (1, 31) including a hub wheel (4, 34) and at least one inner ring, the hub wheel (4, 34) being integrally formed on its one end with a wheel mounting flange and having a cylindrical portion axially extending from the wheel mounting flange, the inner ring being press-fitted onto the cylindrical portion of the hub wheel (4, 34), the inner member (1, 31) being formed on its outer circumference with double row inner raceway surfaces (4a, 5a) opposing to the double row outer raceway surfaces (2a, 2a; 2a, 2b); double row rolling elements (3, 3; 3a, 3b) contained between the inner raceway surfaces (4a, 5a) and outer raceway surfaces (2a, 2a; 2a, 2b) of the inner member (1, 31) and outer member (2, 23, 32); a pulser ring adapted to be fitted onto the outer circumference of the inner ring and having a magnetic characteristics alternately and equidistantly varying along its circumferential direction; a first cup-shaped sensor cap (16, 24, 26, 37) press-formed of austenitic stainless steel sheet, coated by cation electro-deposition, and fitted on the inner-side end of the outer member (2, 23, 32); a rotational speed sensor mounted on the first cup-shaped sensor cap (16, 24, 26, 37) at a radially outer position thereof, the rotational speed sensor being arranged oppositely to the pulser ring via a predetermined axial air gap; a second cup-shaped cap (14, 22, 33) mounted on the outer member (2, 23, 32), the second cup-shaped cap (14, 22, 33) being press-formed of austenitic stainless steel sheet and comprising a cylindrical fitting portion (14a, 22a, 33a) press-fitted into the inner circumference of the inner-side end of the outer member (2, 23, 32), a disc portion (14c, 22c) extending radially inward from the fitting portion (14a, 22a, 33a) and opposing to the pulser ring via a small axial gap, and a bottom portion extending from the disc portion (14c, 22c) via a bent portion to cover the inner-side end of the inner member (1, 31); and the rotational speed sensor being arranged oppositely to the pulser ring via the disc portion (14c, 22c) of the second cup-shaped cap (14, 22, 33) to which the rotational speed sensor is closely arranged; characterized in: that the second cup-shaped cap (14, 22, 33) is coated by preserving film wherein the preserving film is formed of cation electro-deposition and primarily coated by phosphoric zinc treatment. an outer member (2, 23, 32) integrally formed on its outer circumference with a body mounting flange to be mounted on a knuckle and on its inner circumference with double row outer raceway surfaces (2a, 2a; 2a, 2b); an inner member (1, 31) including a hub wheel (4, 34) and at least one inner ring, the hub wheel (4, 34) being integrally formed on its one end with a wheel mounting flange and having a cylindrical portion axially extending from the wheel mounting flange, the inner ring being press-fitted onto the cylindrical portion of the hub wheel (4, 34), the inner member (1, 31) being formed on its outer circumference with double row inner raceway surfaces (4a, 5a) opposing to the double row outer raceway surfaces (2a, 2a; 2a, 2b); double row rolling elements (3, 3; 3a, 3b) contained between the inner raceway surfaces (4a, 5a) and outer raceway surfaces (2a, 2a; 2a, 2b) of the inner member (1, 31) and outer member (2, 23, 32); a pulser ring adapted to be fitted onto the outer circumference of the inner ring and having a magnetic characteristics alternately and equidistantly varying along its circumferential direction; a first cup-shaped sensor cap (16, 24, 26, 37) press-formed of austenitic stainless steel sheet, coated by cation electro-deposition, and fitted on the inner-side end of the outer member (2, 23, 32); a rotational speed sensor mounted on the first cup-shaped sensor cap (16, 24, 26, 37) at a radially outer position thereof, the rotational speed sensor being arranged oppositely to the pulser ring via a predetermined axial air gap; a second cup-shaped cap (14, 22, 33) mounted on the outer member (2, 23, 32), the second cup-shaped cap (14, 22, 33) being press-formed of austenitic stainless steel sheet and comprising a cylindrical fitting portion (14a, 22a, 33a) press-fitted into the inner circumference of the inner-side end of the outer member (2, 23, 32), a disc portion (14c, 22c) extending radially inward from the fitting portion (14a, 22a, 33a) and opposing to the pulser ring via a small axial gap, and a bottom portion extending from the disc portion (14c, 22c) via a bent portion to cover the inner-side end of the inner member (1, 31); and the rotational speed sensor being arranged oppositely to the pulser ring via the disc portion (14c, 22c) of the second cup-shaped cap (14, 22, 33) to which the rotational speed sensor is closely arranged; characterized in: that the second cup-shaped cap (14, 22, 33) is coated by preserving film wherein the preserving film is formed of cation electro-deposition and primarily coated by phosphoric zinc treatment. that the second cup-shaped cap (14, 22, 33) is coated by preserving film wherein the preserving film is formed of cation electro-deposition and primarily coated by phosphoric zinc treatment.