The paper studies the impacts of built environment (BE) on the first- and last-mile travel modal choice. We select Singapore as a case study. The data incorporated for this work is extracted from the first- and last-mile trips to mass rapid transit (MRT) stations in the Household Interview Travel Survey of Singapore in 2012 with nearly 24 thousand samples. The BE indicators are quantified based on four “D” variables—Density, Diversity, Design, and Distance to transit. We also take into account sociodemographic and trip-specific variables. Mixed logit (ML) modelling frameworks are adopted to estimate the impact of BE and the heterogeneity of taste across the sample. Based on the availability of light rail transit (LRT) in different areas, two modeling structures are implemented with binary ML models for non-LRT areas where walk and bus are the available travel modes, and multinomial ML models for areas where LRT is an additional alternative. The modeling results shed light on the following findings: BE—especially the distance to MRT stations, transportation infrastructures, land-use mix and socioeconomic activities—significantly influences the first- and last-mile travel behaviors. For those who live or work close to MRT stations and in an area with high socioeconomic activities and land-use mix, they may have stronger preferences on walk for the first- and last-mile trips. The impact of physical BE (i.e. distance, infrastructures) is relatively homogeneous among the sample. While the impact of socioeconomic BE factors (i.e. floor space density, entropy) tend to vary across the sample.