A driving cycle is important to accomplish an accurate depiction of a vehicle's driving characteristics as the traction motor's flexible response to stop and start commands. In this paper, the driving cycle construction of an urban hybrid electric bus (HEB) in Zhengzhou, China is developed in which a measurement system integrating global positioning and inertial navigation function is used to acquire driving data. The collected data are then divided into acceleration, deceleration, uniform, and stop fragments. Meanwhile, the velocity fragments are classified into seven state clusters according to their average velocities. A transfer matrix applied to reveal the transfer relationship of velocity clusters can be obtained with statistical analysis. In the third stage, a three-part construction method of driving cycle is designed. Firstly, according to the theory of Markov chain, all the alternative parts that satisfy the construction's precondition are selected based on the transfer matrix and Monte Carlo method. The Zhengzhou urban driving cycle (ZZUDC) could be determined by comparing the performance measure (PM) values subsequently. Eventually, the method and the cycle are validated by the high correlation coefficient (0.9972) with original data of ZZUDC than that of the other driving cycle (0.9746) constructed with traditional micro-trip and as well by comparing several statistical characteristics of ZZUDC and seven international cycles. Particularly, with around 20.5 L/100 km fuel and approximately 12.8 kwh/100 km electricity consumption, there is a narrow gap between the energy consumption of ZZUDC and WVUCITY, and their characteristics are similar. [ABSTRACT FROM AUTHOR]