A pull cord assembly for body stretching exercise includes an elastic cord member and a strand-like protective member. The elastic cord member has an elastic cord body which extends along a lengthwise axis to terminate at two anchored ends. The strand-like protective member has a strand-like body which extends lengthwise to terminate at two coupled ends that are secured with the anchored ends, respectively. The strand-like body is twined around the elastic cord body along the lengthwise axis so as to enhance the safety of using the pull cord assembly.