With the development of wideband radar technology, classic narrowband Cramer-Rao (CR) bound can not be used as the criteria for the parameters estimation. Based on the application of Wideband Stepped Frequency Signal (WSFS), the wideband CR bound for WSFS parameters estimation is firstly derived in this paper, and the complete expression of Fisher information matrix is provided. Then an insight into theoretical performance of the wideband CR bound is given, from which it can be known that the estimated performance of stepped frequency signal is not only determined by the signal bandwidth and signal-to-noise ratio, but also affected by the relative bandwidth. Finally, it is proved that the narrowband CR bound is just a special case of wideband CR bound. All factors of wideband model are fully considered in the wideband CR bound, which make it more comprehensive in the theoretical analysis.