An adaptor is connected to a bicycle shoe and includes an engaging portion and a base part. The engaging portion is formed on the first side of the base part, and protrudes from the first side of the base part so as to be connected to the underside of the bicycle shoe. A recess is defined in the second side of the base part and includes two first holes defined through its inner bottom. The two first holes are defined through the engaging portion. Two locking members extend through the two first holes and are connected to the bicycle shoe. A cleat is removably connected to the second side of the base part. The bicycle shoes with the cleat are used as mountain bike shoes, and used as road bike shoes by removing the cleats.