A wheel locking axle assembly is provided to secure a wheel to a hub of a child conveyance device. An embodiment of the wheel locking assembly includes a hub including a retention feature and a wheel assembly. The wheel assembly includes a wheel, a sleeve coupled to the wheel, a spindle that is slidable within a channel of the sleeve, and at least one detent captured by the sleeve and the spindle. The spindle can be moved between a first longitudinal position with respect to the sleeve in which a portion of each detent extends radially outwardly through a respective through-hole in the sleeve to lockingly engage the retention feature of the hub and a second longitudinal position with respect to the sleeve in which each detent does not extend radially outwardly through the through-hole and disengages the retention feature of the hub.