Alfeng - Thank you, very well put.
Seriously, it isn't that hard to put on weight once you actually start to eat.
Now... I don't think you need to go bonkers on BK, but "cheating" a bit to help yourself put on a few pounds won't kill you.
I'd say until you are at your target weight (sounds like you could put on about 25-35 lbs and be perfectly fit for cycling), just add another portion of everything you eat to your plate. You don't need to eat butter and fried chicken all the time, but an extra portion of food at eatch meal will add up eventualy.
9 months ago, I was 125 lbs and 5'10" due to overtraining and stress from school. After resting up, I began to lift 2x per week, sleep a bit more, and focus on eating lots of nutrient-dense foods. Namely, I stopped worrying about eating like a lean cyclist.
I started slowly, by adding 1/2 cup of oatmeal to my normal 1 cup for breakfast, and sprinkling some flax meal and almonds or walnuts into the porridge. Soon I was having this plus an omelet each morning - It sounds like a lot, but you need to EAT to gain weight.
I would also bring homemade granola or an apple and string cheese to classes with me in between meals so that I could eat something every 2.5 to 3 hours.
Lunch was usually a cup of skim milk, a thick turkey sandwich, an apple with some peanut butter, and a small salad with grape tomatoes and carrots.
Afternoon snack was an orange and a cup of cottage cheese.
Dinner was a mound of rice or quinoa, steamed veggies, and chicken or some other lean meat.
Before bed, I would blend up some cottage cheese, a little natural vanilla yogurt, and cocoa powder with some EFAs into a shake - TASTY.
In addition to all of this, I enjoyed a few more cookies and slices of pizza than I normally do. Pizza has it's place!
After following this, and getting back into a normal training regimen, I'm now 152 lbs, and only gained about 1% bodyfat. I'll probably be right around 150 to 148 for the race season. So... Just eat a lot of healthy foods and include some basic strength training (squats, d-bell presses, deadlifts, etc.)
Chances are you are probably burning MUCH more energy than you think you are. Even doing this, I didn't gain noticable weight for almost 2 weeks, until my body became adjusted to the changes I was making. Be patient, and you'll be able to reach a healthier weight. Good luck man.