A sunshade assembly incorporated with a sun roof construction is disclosed, which comprises a shading panel slidable forward and rearward to close and open an opening of a ceiling panel placed below a roof of a vehicle, a holding structure arranged to stably hold the shading panel relative to the ceiling panel when the shading panel assumes a position to close the opening, and a slide shoe connected to the shading panel and having a contact portion which is in contact with an upper surface of the ceiling panel. The slide shoe is so sized and constructed as to prevent the shading panel from abutting against the ceiling panel. The contact portion of the slide shoe is coated with a plastic to reduce a contact resistance between the contact portion and the upper surface of the ceiling panel.