Active means of transport, such as walking and cycling, are possible alternatives to private motor vehicles for short distances in urban areas. The required physical activity of such mobility modes promotes a more active and healthier lifestyle for the individual. Healthier individuals imply reduced healthcare costs. Also, with more individuals engaged in active transport, there would be fewer motorized vehicles on the roadways, thus reducing air pollution from auto emissions, and reducing the costs of maintaining the road network. The combined economic impact of reduced healthcare costs and road maintenance costs makes active transport a viable alternative for the urban areas of our rapidly urbanizing planet and an opportunity to mitigate climate change. An initial investment in adequate infrastructure to enable active transport, such as adequate and walkable sidewalks and cycle lanes physically separated from motorized traffic, is needed. Until adequate infrastructure is available, those engaging in active transport and having to share the roadways with motorized vehicles are exposing themselves to unsafe situations. In this manuscript, we briefly review the benefits and the risks of engaging in active transport for the individual and society.