Traffic crash fatalities from 2006 to 09 in Delhi, India show that pedestrians have the largest share in total road fatalities. Perception of risk provides important information to identify potential crash risk. Thus, the main objective of this paper is to explore the pedestrian perception of risk in getting involved in a traffic crash in different locations and the role of built environment features in risk perception of pedestrians. Locations having a high number of pedestrian fatal crashes were identified using GIS map of Delhi. Pedestrian perceptions of risk at forty-five actual crash sites were collected through questionnaire survey. Risk perception of pedestrians of built environment features were analyzed based on pedestrian demographic characteristics. Ordered logit model was used to examine the influence of these variables on risk perception of respondent's neighborhood and of the location where the survey was conducted. Seventy percent respondents perceive the neighborhoods where they reside having higher risk than the actual crash locations. Several factors such as gender, number of lanes, sidewalk width, sidewalk maintenance, traffic speed and traffic volume were significantly associated with perceived risk. Survey sites were further categorized into four groups i.e. foot of flyover, four-way junctions below flyover, midblocks and intersections to find the impact of characteristics of locations on pedestrians' risk perception of different locations. Four-way junctions below flyover were found to have higher perceived risk compared to other locations. © 2016 Elsevier Ltd.