BMX stands for bicycle moto cross. Photo Credit Jupiterimages/Creatas/Getty Images. BMX, which stands for Bicycle Moto Cross, is a form of cycling that is considered to be an extreme sport. BMX bikes have a variety of uses and are tailored to the specific needs of the form of the sport that they are used for. BMX made its debut as an Olympic sport in the 2008 Games held in China.