Observing and analyzing travel behavior is important, requiring understanding detailed individual trip chains. Existing studies on identifying travel modes have mainly used some travel features based on GPS and survey data from a small number of users. However, few studies have focused on evaluating the effectiveness of these models on large-scale location data. This paper proposes to use travel location data from an Internet company and travel data from transport department to identify travel modes. A multiple binary classification model based on data fusion is used to find out the relationship between travel mode and different features. Firstly, we enlisted volunteers to collect travel data and record their travel trip process using a custom-developed WeChat program. Secondly, we have developed three binary classification models to explain how different attributes can be used to model travel mode. Compared with one multi-classification model, the accuracy of our model improved significantly, with prediction accuracies of 0.839, 0.899, 0.742, 0.799, and 0.799 for walk, metro, bike, bus, and car, respectively. This suggests that the model could be applied not only in engineering practice to identify the trip chain from Internet location data but also in decision support for transportation planners.