Pedestrians do not always comply with the crossing rules of when and/or where to cross the road at signalized intersections. This risky behavior tends to undermine greatly the effectiveness of safety countermeasures at such locations. Thus, it is very important to understand illegal behavior to develop more effective and targeting measures. In order to address the problem, this paper aimed to analyze characteristics of illegal crossings and their impact on behavior choice. Firstly, illegal crossing behaviors at signalized intersections were classified into two categories, including “crossing at a red light” and “crossing outside of a crosswalk.” Secondly, two sets of data were collected to understand the behaviors. One set of data was collected from video-based observation conducted at 3 signalized intersections in Guangzhou, China, capturing 3334 valid illegal crossing cases in total. Another set of data, from a questionnaire survey conducted online, resulted in 275 valid responses. Finally, presentational characteristics of illegal crossings at signalized intersection were analyzed and two Bayesian network-based behavior models were developed to investigate the characteristics and their impacts on the two types of illegal crossing behaviors, “crossing at a red light” and “crossing outside of a crosswalk,” respectively. Findings reveal that, (i) illegal crossings occur at various types of signalized intersections, with a higher probability for “crossing outside of a crosswalk” compared to “crossing at a red light;” (ii) Arc routing crossing has the highest probability to occur at signalized intersections compared to other types of out-side-crosswalk crossings. (iii) The location of origin and destination of a pedestrian has a significant effect on crossing outside of a crosswalk, the location of origin and destination of “one is inside of a crosswalk and another is outside of a crosswalk” has a highest proportion. These findings provide better understanding of illegal crossings and their impact factors so that the effectiveness of management and control of pedestrians at signalized intersections can be improved.