Multimodality is important for achieving less car dependent lifestyles and more sustainable transport behaviours. It is widely recognised that cycling plays a prominent role in sustainable transport. However, research has largely focused on cycling substituting motorised transport. This study explores how cycling forms part of multimodal transport behaviour based on survey data on transport modes and travel purposes and the weekly frequency of out-of-home activities and travel mode use in a representative sample of adult Danes (n = 1957). The following five distinct multimodal travel segments or 'modality styles' are identified: 'education transport'; 'public-based transport'; 'limited transport'; 'bicycle-based transport'; and 'car-based transport'. Travel behaviour is predominantly multimodal with few unimodal car-drivers being identified. Substantial cycling takes place in all modality styles, and is embedded in a multimodal behaviour as the modality style combined cycling with several other modes. Furthermore, the study demonstrates that cycling serves many purposes that transgress the division of utility cycling and recreational cycling, and that cycling takes place in both dense urban settings and small towns. Thus, the way in which travel modes relate to the urban environment and variations in modality styles must serve as the starting point for policies aiming to fulfil the potential of multimodal transport behaviour and promote cycling.