Deep learning (DL) is inherently subject to the requirement of a large amount of well-labeled data, which is expensive and time-consuming to obtain manually. In order to broaden the reach of DL, leveraging free web data becomes an attractive strategy to alleviate the issue of data scarcity. However, directly utilizing collected web data to train a deep model is ineffective because of the mixed noisy data. To address such problems, we develop a novel bidirectional self-paced learning (BiSPL) framework which reduces the effect of noise by learning from web data in a meaningful order. Technically, the BiSPL framework consists of two essential steps. Relying on distances defined between web samples and labeled source samples, first, the web samples with short distances are sampled and combined to form a new training set. Second, based on the new training set, both easy and hard samples are initially employed to train deep models for higher stability, and hard samples are gradually dropped to reduce the noise as the training progresses. By iteratively alternating such steps, deep models converge to a better solution. We mainly focus on the fine-grained visual classification (FGVC) tasks because their corresponding datasets are generally small and therefore face a more significant data scarcity problem. Experiments conducted on six public FGVC tasks demonstrate that our proposed method outperforms the state-of-the-art approaches. Especially, BiSPL suffices to achieve the highest stable performance when the scale of the well-labeled training set decreases dramatically.