Citizens in urban areas are exposed to multiple environmental stressors like noise, heat, and air pollution, with impact on human health. There is a great deal of evidence that connects human health, objective environmental exposure, and place of residence. However, little is known about subjective and objective multiple personal exposures while being mobile. To address this research gap, this paper presents results from a mixed-methods exploratory study with cyclists in the City of Leipzig, Germany. In the summer of 2017, cyclists (n = 66) wore a unique combination of sensors that measured particle number counts (PNC), noise, humidity, temperature, geolocation, and the subjective perception of each exposure on everyday routes for one week (n = 730). A smartphone application was developed to question participants about their perception of subjective exposure. The data were analyzed with three aims: (i) to compare the multiple exposure profiles of the cyclists, (ii) to contrast the objective data and subjective individual perception, and (iii) to examine the role of route decision-making and awareness of health impacts for healthier route choices. The results indicate distinct differences between the exposure profiles of cyclists. Over 80% of the cyclists underestimated their exposure to noise and air pollution. Except for heat, no significant associations between the objective and subjective data were found. This reveals an exposure awareness gap that needs to be considered in urban health planning and risk communication. It is argued that knowledge about health impacts and route characteristics plays a crucial role in decision-making about route choices. The paper concludes with suggestions to harness smart sensing for exposure mitigation and research in health geography.