Cyclists are particularly exposed to air and noise pollution because of their higher ventilation rate and their proximity to traffic. However, few studies have investigated their multi-exposure and have taken into account its real complexity in building statistical models (nonlinearity, pseudo replication, autocorrelation, etc.). We propose here to model cyclists’ exposure to air and noise pollution simultaneously in Paris (France). Specifically, the purpose of this study is to develop a methodology based on an extensive mobile data collection using low-cost sensors to determine which factors of the urban micro-scale environment contribute to cyclists’ multi-exposure and to what extent. To this end, we developed a conceptual framework to define cyclists’ multi-exposure and applied it to a multivariate generalized additive model with mixed effects and temporal autocorrelation. The results show that it is possible to reduce cyclists’ multi-exposure by adapting the planning and development practices of cycling infrastructure, and that this reduction can be substantial for noise exposure.