Residents of socioeconomically disadvantaged neighbourhoods are more likely to walk for transport than their counterparts in advantaged neighbourhoods; however, the reasons for higher rates of transport walking in poorer neighbourhoods remain unclear. We investigated this issue using data from the HABITAT study of physical activity among 11,037 mid-aged residents of 200 neighbourhoods in Brisbane, Australia. Using a five-step mediation analysis and multilevel regression, we found that higher levels of walking for transport in disadvantaged neighbourhoods was associated with living in a built environment more conducive to walking (i.e. greater street connectivity and land use mix) and residents of these neighbourhoods having more limited access to a motor vehicle. The health benefits that accrue to residents of disadvantaged neighbourhoods as a result of their higher levels of walking for transport might help offset the negative effects of less healthy behaviours (e.g. smoking, poor diet), thus serving to contain or reduce neighbourhood inequalities in chronic disease.