This study examines the non-transferability of the determinants affecting injury severities of tunnels of three grades classified by different lengths. Based on tunnel crash data in Shanxi Province during (2012–2018), three possible crash injury severity categories (no injury, minor injury, and severe injury) are estimated. Two alternate models were used to account for unobserved heterogeneity: a random parameters multinomial logit (RPML) model with heterogeneity in means and variances and a latent-class multinomial logit (LCML) model with class probability functions. Non-transferability in the effects of explanatory variables is confirmed using two series of likelihood ratio tests based on the two alternate models. A wide variety of variables is observed to determine pedestrian-injury severities. The estimation results show significant non-transferability across the three grades in both RPML and LCML models. In addition, several explanatory variables produce relatively transferable effects, which can provide some valuable insights to implement effective countermeasures. Moreover, out-of-sample predictions are simulated to confirm the non-transferability, while the LC models produce higher differences for the non-transferability than RP models. According to estimation results, several practical measurements concerning education programs, traffic enforcement, emergency response systems, and traffic safety measurements are implemented to eliminate tunnel crash outcomes. Understanding and depth comparing the estimation results, likelihood ratio tests and out-of-sample predictions using alternate models is a promising direction for future research to explore how the observed and unobserved heterogeneity can be estimated.