As cycling gains more traction and attention as a beneficial mode of urban transportation, different factors have emerged in different regions of the world to influence its adoption and promotion. One of the most wide-spread and colloquial of these factors is that of the weather or climate of the region, and how it may facilitate or, more often, dissuade cycling practices. Although it may appear intuitive that “poor” weather shall negatively impact the amount of cycling that occurs in a region, the reliability of this intuition is challenged by example locations where cycling in “poor” winter conditions is the norm rather than the exception, or where cyclists are relatively indifferent towards rainy weather. As such, the aim of this literature review is to identify the real effects of weather on cycling behaviour in different locations and uncover relationships between secondary covariates and responses to weather. Rainfall, temperature, and wind are identified as the three most important measurable weather parameters that affect cycling behaviour. In most locations, cycling rates drop significantly when it starts to rain, temperature thresholds vary between locations, and the effect of wind is only significant when above 5 Beaufort. Several studies also reveal factors that interact with measurable weather parameters to influence behaviour in significant and seemingly complex ways. These include the trip purpose, traveller sociodemographic, the characteristics of the built environment, and perceptions of normality. The identification of these covariates and a discussion about interrelations amongst them contributes to an explanation of why weather seems to affect cyclists in some places more than in others, while also highlighting directions for future research.