Denmark is one of the world’s leading cycling countries. For most new residents coming from abroad, the Danish cycling culture strongly contrasts with the mobility culture of their country of origin. Based on an online survey including highly educated people who grew up in Denmark (n = 106) and abroad (n = 148), this study examined safety perception and cycling frequency of both groups. We found a significant increase of foreigner’s self-reported safety perceptions and cycling frequencies after moving to Denmark. In regression analyses, we found that age of learning to cycle, experiencing anger from car drivers, stress and being unaware of cycling rules had an effect on safety perception. Stress and driving anger were significant factors for the subsample of newcomers, but not for Danes. Attitude towards cycling and cycling norm in the country of origin (measured based on a new six-item cycling norm index) were significant factors of cycling frequency. Unlike our expectations, a low cycling norm increased cycling frequency in Denmark. Newcomers’ cycling frequency was additionally influenced by the age of learning to cycle. Based on the results, it seems advisable to help newcomers to cycling countries to get familiar with formal and informal cycling rules to reduce their stress and make them feel safer when cycling. While this will probably reduce conflicts with car drivers, greater efforts should be made to reduce car drivers’ anger expression against cyclists.