Objective: To describe the profile of adults who walk for transportation in Sao Paulo city, and to explore the built environment features that are associated with transport walking. Material and methods: This study was a cross-sectional analysis of the Sao Paulo Health Survey dataset (n = 3145 people aged 18 years or older) that measured walking for transportation in a usual week by questionnaire. Residential addresses were geocoded and types and mix of destinations were assessed in 500 m and 1,000 m buffers. We conducted Poisson regression to calculate the prevalence ratio and we used multilevel models to examine relationships between the built environment and walking for transportation. Results: People with higher levels of education and who were not obese were significantly more likely to walk for transportation. The cars or motorcycle ownership in families and aged 60 years old or more were significantly less likely to walk for transportation. After adjustment by social, demographic, and environmental variables, the main result showed that the highest tertiles of the mix of destinations within 500 m increased the likelihood of walking for transportation (OR = 1.40 CI95%1.01–1.93). The presence of public transportation stations within 1,000 m was significantly associated with walking for transportation for 150 min or more per week (OR = 1.65 CI95%1.02–2.68). The presence of different types of destinations such as primary health care units, train or subway stations, bakeries, and the high density of supermarkets within 1,000 m were significantly associated with some walking for transportation. The presence of bakeries in 500 m was strongly associated with some walking for transportation. Conclusions: The mix of destinations within 500 m and some types of destinations within 1,000 m are important to promote walking trips in adults living in a megalopolis like Sao Paulo. These results can foster discussion of healthy cities in Latin American countries.