On-demand delivery has changed the way cities move. Accelerated by the COVID-19 pandemic, bicycles are the leading mode meeting growing consumer demand, particularly for food. In Australia, this has generated considerable attention, but the voice of riders is missing. Using grounded theory to reveal rider perspectives, we combined interviews (n = 52), a naturalistic study (104 hours) and roadside video observations (216 hours) to provide the first comprehensive picture of the experiences of delivery cyclists (including parcel couriers and food delivery cyclists working in both ‘gig’ and salaried roles) in Sydney and Melbourne. Concerns about safety for food delivery cyclists have prompted some to boycott the industry, yet our research shows that there is much to celebrate. Here we report what riders say are the greatest risks to their safety and how they would like these to be addressed. The changes that riders want most relate to the built environment, particularly connected, separated infrastructure and regulation for better sharing of street space. In some cases, riders are already finding ways to enact this change.