A bicycle shoe includes a shoe sole, a coupler member attached to bottom of the shoe sole, and a protective device attached to the coupling member, for contacting with ground, and for preventing the coupler member from being directly contacted with the ground, and for preventing the coupler member from being worn out. The protective device includes a lock notch formed in each of the front and the rear portions, and the coupler member includes a front portion and a rear portion for engaging into the lock notches of the protective device, for attaching the protective device to the coupler member. The protective device includes a retaining member for selectively attaching the shorter coupling members.