The present invention provides an apparatus for loading, transporting, and unloading hay bales. This apparatus comprises a trailer frame including a first side and length, a conveyor device attached to the trailer frame, a loading system attached to the first side of the trailer frame, and a hay bale retrieving device pivotally attached to the loading system. The loading system includes a movement deck and a movement arm positioned to move the hay bales across the movement deck and to the trailer frame. The hay bale retrieving device is positioned to transport the hay bales to the movement deck. The loading system, including the movement deck, movement arm and hay bale retrieving device, can be supported by a storable wheeled support that is preferably rotatable 360 degrees. Additionally, the weight of the loading system and hay bales can be offset by a storable counter weight system.