The incident happened at the junction of Scarborough Road and Ravine Hill shortly before 10am on Friday.
The cyclist, a local man aged in his late 60s, was pronounced dead at the scene.
The road was closed for several hours while emergency services worked at the scene and did not re-open until 3.30pm.
North Yorkshire Police are now trying to establish the circumstances of the collision and have asked that anyone who witnessed the incident and has not yet spoken to officers to contact them.
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In particular, anyone who saw the cyclist prior to the collision from the roundabout near Filey Country Park in the direction of Filey town centre, is asked to get in touch.
The cyclist was wearing a navy blue jacket, blue jeans, a blue cycling helmet and was riding a black bike.
Officers believe there were no other vehicles involved in the collision.
Dial 101, press 1 and pass information to the force control room or email [email protected]
Quote reference number NYP-03092021-0111 when passing on any information.