Footwear for an individual such as a cyclist is provided with a performance measurement device for measuring the individual's performance. A first exemplary article of such footwear includes a shoe in combination with an optional means for substantially immobilizing the shoe to a pedal of a cycle, e.g., a cleat, and the performance measurement device. A second exemplary article of such footwear is a sock in combination with the measurement device. Typically, the measurement device is embedded or located within the footwear and is not mounted to an exterior surface, e.g., the bottom sole surface, of the footwear.