A bicycle brake device includes a brake shoe, a warning device installed in the brake shoe, a power supply device electrically connected with the warning device, and two conductors separately mounted in the brake shoe and respectively electrically connected with the warning device and the power supply device. Each conductor has one end thereof exposed to the outside of the brake shoe for touching the wheel rim or brake disc of the bicycle upon a brake operation to close the circuit, causing the warning device to generate a warning signal.