This study explores the influences of attitudes and setting on cyclists' stated causes of stress using survey techniques and quasi-naturalistic cycling in both Delft, The Netherlands and Atlanta, Georgia, USA. The study recruited 28 participants in Delft and 41 in Atlanta. Participants cycled approximately 30 min on specified routes in both cities on an instrumented bicycle. Prior to cycling, the participants filled in a written survey about their cycling habits, attitudes, and demographics. At specified points during and after the ride, participants were interviewed about their stress levels throughout the ride and the causes of those stress levels. Thematic analysis and statistical methods are used to understand the interactions of setting (country), attitudes, stated stress, and sensor data. The top three stressors were motor vehicles, pavement, and poor infrastructure; 83% of participants mentioned a motor vehicle causing stress, 64% mentioned road surface, and 58% mentioned infrastructure. The results confirm the importance of motor vehicle interaction to cyclist stress, but also highlight some new insights on stress such as the importance of pavement condition. Speed differentials between cyclists and vehicles were also shown to be important and suggested cyclists in Delft felt comfortable to travel their ideal speed. This speed preference was supported by GPS data that showed the cyclists in Delft were cycling at speeds about half (12 kph) that of the cyclists in Atlanta (24 kph). Review of close-pass events demonstrated that cyclists in Delft were more comfortable with closer passes which could be associated with their belief that motorists notice them and/or speed differences between the vehicle and bicycle. The results also suggest that number of vehicle travel lanes can have mixed impacts on cyclist stress. These findings can be taken into consideration when designing bicycle facilities to create low-stress cycling networks.