In this paper, the problem of self-stabilization at zero speed of a riderless bicycle with a Control Moment Gyroscope (CMG) is addressed. As it is known, bicycles are highly nonlinear uncertain systems affected by external disturbances, then robust controllers are important to provide adequate self-balancing and disturbance rejection. This article proposes a two-loop model-based Active Disturbance Rejection (ADR) control approach mainly composed by two extended state observers and two state feedback control laws with active disturbance rejection injection. The proposed scheme provides estimation and on-line rejection of disturbances affecting the inner and outer control loops. A nonlinear model of a bicycle with a CMG is used to validate the proposed strategy, and also other cascade control scheme is provided for comparison purposes. The results show that the proposed ADR control approach is robust and effective for stabilizing the bicycle but also for rejecting external disturbances.