Cycling is a key component of sustainable urban mobility, yet cycling behaviours are influenced not only by infrastructure but also by psychological factors, particularly risk perception. This study examined how risk perception, pro-environmental attitudes, and cycling experience relate to cyclists’ behaviours in urban contexts. One hundred Italian cyclists completed questionnaires assessing cycling behaviours, environmental attitudes, perceived urban environment characteristics, and hazard perception. Bayesian regression analyses showed that pro-environmental attitudes were associated with safer cycling behaviours, while cycling frequency acted as a protective factor against violations. In contrast, risk perception did not significantly predict cycling errors. The findings suggest that violations and errors may rely on different psychological mechanisms, with violations linked to deliberative processes and errors more strongly associated with automatic cognitive and attentional processes. Overall, the study highlights the need for integrated interventions addressing not only risk awareness, but also environmental design, attentional demands, and motivational factors related to sustainability and social responsibility.