Over the years, researchers have been studying the effects of weather and context data on transport mode choices. Existing research studies are predominantly designed around travel surveys, but the accuracy of their findings relies on how travelers give accurate and honest answers. The proliferation of smartphones, however, now offers the possibility of utilizing GPS positioning data as an alternative information source, opening the potential to accurately model and better understand factors which influence transport mode choices, compared to travel surveys. The objective of this work is to develop a model to predict the transport mode choices based on GPS trajectories, weather and context data. We use 2671 GPS trajectories from the Geolife GPS trajectories dataset, weather data, such as temperature and air quality, and context data, such as rush hour, day/night time and onetime events, such as the Olympics. In the statistical analysis, we apply both descriptive and statistical models, such as the multinomial logit and probit models. We find that temperature has the most prominent effect among weather conditions. For instance, for temperatures greater than 25 °C, the walking share increases by 27%, and the bike share reduces by 21%, which is line with the results from several survey-based studies. In addition, the evidence of government policy on transport regulation is revealed when the air quality becomes hazardous, as people are encouraged to use environmentally friendly transport mode choices, such as the bike instead of the bus or car, which are known CO2 emitters. Our conclusion is that GPS trajectories can be used as a means to model passenger behavior, e.g. the choice of transport mode, in a quantitative way, which will support transport mode operators and policy makers in their efforts to design and plan the transport mode infrastructure to best suit the passengers’ needs.