One of the targets of the UN Sustainable Development Goals is to substantially reduce the number of global deaths and injuries from road traffic collisions. To this aim, European cities adopted various urban mobility policies, which has led to a heterogeneous number of injuries across Europe. Monitoring the discrepancies in injuries and understanding the most efficient policies are keys to achieve the objectives of Vision Zero, a multi-national road traffic safety project that aims at zero fatalities or serious injuries linked to road traffic. Here, we identify urban features that are determinants of vulnerable road user safety through the analysis of inter-mode collision data across European cities. We first build up a data set of urban road crashes and their participants from 24 cities in 5 European countries, using the widely recommended KSI indicator (killed or seriously injured individuals) as a safety performance metric. Modelling the casualty matrices including road infrastructure characteristics and modal share distribution of the different cities, we observe that cities with the highest rates of walking and cycling modal shares are the safest for the most vulnerable users. Instead, a higher presence of low-speed limited roads seems to only significantly reduce the number of injuries of car occupants. Our results suggest that policies aimed at increasing the modal share of walking and cycling are key to improve road safety for all road users.