The present invention relates to a tyre for bicycle wheels comprising a tread band containing an anti-puncture system capable of offering high resistance to the penetration of foreign bodies. In particular, the present invention relates to a tyre (100) for bicycle wheels comprising: —a carcass structure (2); and —a tread band (7) arranged in a radially outer position with respect to said carcass structure (2); characterised in that said tread band (7) is made by vulcanisation of a vulcanisable elastomeric compound comprising fibrillated polymeric fibres of micrometric dimensions, wherein at least one protective layer (6, 11) is interposed between said carcass structure (2) and said tread band (7), said protective layer (6, 11) comprising (i) a plurality of reinforcing cords of textile material oriented with respect to the equatorial plane of the tyre with an angle greater than 30°, (ii) a square fabric with textile fibres of the weft or warp oriented with respect to the equatorial plane of the tyre with an angle greater than 20°, or (iii) a non-woven fabric with randomly oriented textile fibres.