Illegal pedestrian behaviour is common and is reported as a factor in many pedestrian crashes. Since walking is being promoted for its health and environmental benefits, minimisation of its associated risks is of interest. The risk associated with illegal road crossing is unclear, and better information would assist in setting a rationale for enforcement and priorities for public education. An observation survey of pedestrian behaviour was conducted at signalised intersections in the Brisbane CBD (Queensland, Australia) on typical workdays, using behavioural categories that were identifiable in police crash reports. The survey confirmed high levels of crossing against the lights, or close enough to the lights that they should legally have been used. Measures of exposure for crossing legally, against the lights, and close to the lights were generated by weighting the observation data. Relative risk ratios were calculated for these categories using crash data from the observation sites and adjacent midblocks. Crossing against the lights and crossing close to the lights both exhibited a crash risk per crossing event approximately eight times that of legal crossing at signalised intersections. The implications of these results for enforcement and education are discussed, along with the limitations of the study.