Cities that support cycling for transportation reap many public health benefits. However, the prevalence of this mode of transportation is low in Latin American countries and the association with facilities such as bike paths and train/subway stations have not been clarified. We conducted a cross-sectional analysis of the relationship between bike paths, train/subway stations and cycling for transportation in adults from the city of Sao Paulo. We used data from the Sao Paulo Health Survey ( n = 3145). Cycling for transportation was evaluated by a questionnaire and bike paths and train/subway stations were geocoded using the geographic coordinates of the adults’ residential addresses in 1500-m buffers. We used multilevel logistic regression, taking account of clustering by census tract and households. The prevalence of cycling for transportation was low (5.1%), and was more prevalent in males, singles, those active in leisure time, and in people with bicycle ownership in their family. Cycling for transportation was associated with bike paths up to a distance of 500 m from residences (OR (Odds Ratio) = 2.54, 95% CI (Confidence interval) 1.16–5.54) and with the presence of train/subway stations for distances >500 m from residences (OR = 2.07, 95% CI 1.10–3.86). These results are important to support policies to improve cycling for transportation in megacities such as Sao Paulo.