Research on public transport systems is continually driven by the societal benefits of transport services. However, the nuanced effects of the built environment on public transport mode shares across different modes have received little attention. Using multi-source travel data from Shenzhen, this study presents an analytical framework, which integrates the light gradient boosting machine and Shapley additive explanations, to delve into the complex interplay among public transport modes. The results reveal that most origin-destination pairs with available metro services exhibit a metro share exceeding 50%, underscoring the high attractiveness of the metro. Travel distance emerges as the primary determinant of mode share, with transport-related characteristics proving more influential than land use modifications. This study identifies nonlinear effects of the built environment on mode share, with specific thresholds for built environment characteristics suggesting fine-tuned planning strategies. Metro station densities of 2 counts/km2 correlates with increased metro share, while bus stop densities of 15 counts/km2 are associated with higher bus share. Areas within 2 km of a metro station or with bus stop densities below 15 counts/km2 tend to have higher bike shares. Specific land use ratios and high levels of land use mix are linked to increased shares of certain modes. The findings suggest optimizing bus services in relation to metro availability and offer guidance for balanced planning in promoting metro and shared mobility to achieve a sustainable transport system.