A riddle is a question or statement with double or veiled meanings, followed by an unexpected answer. Solving riddle is a challenging task for both machine and human, testing the capability of understanding figurative, creative natural language and reasoning with commonsense knowledge. We introduce BiRdQA, a bilingual multiple-choice question answering dataset with 6614 English riddles and 8751 Chinese riddles. For each riddle-answer pair, we provide four distractors with additional information from Wikipedia. The distractors are automatically generated at scale with minimal bias. Existing monolingual and multilingual QA models fail to perform well on our dataset, indicating that there is a long way to go before machine can beat human on solving tricky riddles. The dataset is publicly available at https://forms.gle/NvT7DfWhAPhvoFvH7.