Provided is a hub unit bearing which permits securing of the fitting strength of a cover (39) with respect to an outer race member (34) and which has a structure that is not susceptible to intrusion of
foreign matter to the inside through a drain hole (73) that is provided to the cover (39). The cover (39), which is used to cover the axially inner end of a hub unit bearing (33), comprises a disk section (65), a small
diameter tubular section (66) and a large
diameter tubular section (67) that are formed bending from the outer circumferential section of this disk section (65) toward the axial direction. Particularly, in the small
diameter tubular section (66), there is formed an
cut-and-bent portion (71) which is created by
cutting and bending a portion of the small diameter tubular section (66) in the radially inward direction. A drain hole (73) which allows the inside and outside of the cover (39) to communicate with each other is provided to the portion which is separated by this
cut-and-bent portion (71) from the small diameter tubular section (66).