Physical inactivity is considered as a key factor that contributes to socio-economic inequalities in health, a persistent problem in our society. Living in areas of lower socio-economic status (SES) is known to be associated with lower levels of leisure-time physical activity. However, research examining the relationship between area-level SES and transport-related physical activity has reported mixed findings. This may be due to the presence of sub-groups in which differential associations between transport behaviours and SES exist. This cross-sectional study examined associations of area-level SES with active and sedentary transport behaviours, and whether population density moderates the associations. Data from two household surveys conducted in Australia (South East Queensland, Melbourne) were used. Participants (35,283 adults, aged 18-64 years) reported their travel behaviours using a 24-hr travel diary. They were categorised according to the level of walking (active transport), public transport use (active transport), and car use (sedentary transport). Overall, we found that living in lower SES areas was associated with lower likelihood of walking, public transport use, and prolonged car use. However, stratified analyses found that the associations of area-level SES with active and sedentary transport behaviours varied between areas with different levels of population density. Our findings suggest that residents of low-SES, high-density areas in Australia are particularly at risk of being physically inactive for daily travel (less walking, less public transport use, and longer car use). Given that travel behaviours tend to be habitual, preventive actions may be needed to promote active transport and to reduce the risk of chronic diseases for this sub-group. Interdisciplinary research involving the public health, transport, and planning sectors can inform the development of policy initiatives to facilitate active transport.