An assembling device of a wheel hub unit, comprising: a bearing setting unit (12, 40) configured to set a bearing unit including an inner ring (2, 3), an outer ring, a plurality of tapered rollers (6a, 6b) rollably arranged between an inner ring raceway formed on an outer peripheral surface of the inner ring (2, 3) and an outer ring raceway (5a, 5b) formed on an inner peripheral surface of the outer ring, and a stepped part which is formed on an outer end part of the inner ring (2, 3) in an axial direction and with which end surfaces of the tapered rollers (6a, 6b) in the axial direction are in contact, such that the bearing unit is coaxial with respect to a hub cylindrical part provided at an end part of a hub main body in the axial direction and can be moved toward the hub cylindrical part; a rotational drive source configured to transmit rotational force around an axis to the bearing unit set in the bearing setting unit (12, 40); and an inner-ring press-fitting unit configured to externally fit the inner ring (2, 3) of the bearing unit to which the rotational force around the axis has been transmitted, to the hub cylindrical part, wherein the bearing setting unit (12, 40) includes: a circular holding part (26, 49) configured to hold the outer ring of the bearing unit from an outer periphery; a circular driven member which is arranged coaxially around the hub main body and to which the rotational force is transmitted from the rotational drive source; and a rotational force-transmitting part which is connected between the driven member and the holding part (26, 49) and configured to transmit the rotational force transmitted to the driven member, to the holding part (26, 49) characterized in that the holding part (26, 49) includes a plurality of divided holding members (27, 28, 60 to 63) being spaced apart from one another in an opening state and holding the outer ring of the bearing unit from the outer periphery in a closed state. a bearing setting unit (12, 40) configured to set a bearing unit including an inner ring (2, 3), an outer ring, a plurality of tapered rollers (6a, 6b) rollably arranged between an inner ring raceway formed on an outer peripheral surface of the inner ring (2, 3) and an outer ring raceway (5a, 5b) formed on an inner peripheral surface of the outer ring, and a stepped part which is formed on an outer end part of the inner ring (2, 3) in an axial direction and with which end surfaces of the tapered rollers (6a, 6b) in the axial direction are in contact, such that the bearing unit is coaxial with respect to a hub cylindrical part provided at an end part of a hub main body in the axial direction and can be moved toward the hub cylindrical part; a rotational drive source configured to transmit rotational force around an axis to the bearing unit set in the bearing setting unit (12, 40); and an inner-ring press-fitting unit configured to externally fit the inner ring (2, 3) of the bearing unit to which the rotational force around the axis has been transmitted, to the hub cylindrical part, wherein the bearing setting unit (12, 40) includes: a circular holding part (26, 49) configured to hold the outer ring of the bearing unit from an outer periphery; a circular driven member which is arranged coaxially around the hub main body and to which the rotational force is transmitted from the rotational drive source; and a rotational force-transmitting part which is connected between the driven member and the holding part (26, 49) and configured to transmit the rotational force transmitted to the driven member, to the holding part (26, 49) characterized in that a circular holding part (26, 49) configured to hold the outer ring of the bearing unit from an outer periphery; a circular driven member which is arranged coaxially around the hub main body and to which the rotational force is transmitted from the rotational drive source; and a rotational force-transmitting part which is connected between the driven member and the holding part (26, 49) and configured to transmit the rotational force transmitted to the driven member, to the holding part (26, 49) characterized in that the holding part (26, 49) includes a plurality of divided holding members (27, 28, 60 to 63) being spaced apart from one another in an opening state and holding the outer ring of the bearing unit from the outer periphery in a closed state.