An outer member and an inner member constituting a wheel bearing device are assembled and the brake rotor is fixed to the hub ring of the inner member. In this state, the pad slide surfaces of the brake rotor are lathed with the reference provided by a wheel pilot end surface. Alternatively, the wheel pilot end surface of the hub ring by chucking the knuckle pilot of the outer member with the wheel bearing device put in its assembled state, and the pad slide surfaces of the brake rotor are lathed with the reference provided by the wheel pilot end surface.