A bicycle pedal assembly includes a cleat, a front cleat-retaining member, and a rear cleat-retaining member. The front cleat-retaining member is formed integrally with a pedal body, is generally inverted U-shaped, and includes a thin middle portion and two thick side portions, among which a limiting groove is defined under the thin middle portion. The cleat has a front end engaging portion with a wide lower portion inserted into the groove and confined between inclined limiting surfaces of the thick side portions, and a narrow upper portion abutting against an arcuate concave limiting surface of the thin middle portion. Two arcuate convex connecting surfaces connect the inclined limiting surfaces to the arcuate concave limiting surface.