A mud flap of the type typically used on motor vehicles is constructed of thermoplastic material that defines a cavity therein. An opening in the front surface of the mud flap communicates with the cavity. A bottom surface of the cavity defines an area that is larger than an area defined by edges of the opening such that the front surface overhangs the bottom surface of the cavity. A mud flap weight is sized such that when the mud flap is located within the cavity, the front surface overhang secures the mud flap within the cavity. The resulting mud flap assembly has a clean, attractive appearance and eliminates potentially dangerous bolt protrusions typically found on other designs.