Introduction Transfers in multimodal urban trips imply a disutility for travellers, who perceive them as a penalty when using public transport. It is therefore important to estimate the utility associated to transfers and the main factors affecting it, to allow policymakers to reduce users' perceived disutility and enhance their intention to use public transport. The aim of this paper is to develop a Stated Preference experiment to estimate the penalty perceived by commuters (workers and students) when making transfers in multimodal urban trips. Method A web-based survey combining a Revealed Preferences and Stated Preferences survey was created using Ngene software, and an efficient design was applied to estimate multinomial logit models. We present here the first stage of the research: the design and results of the pilot survey of commuters travelling by metro or urban bus in the city of Madrid, Spain. Results The findings reveal a pure transfer penalty, independent of in-vehicle time, walking and waiting time and crowding. This pure penalty increases with the number of transfers. Crowded transfers cause a high disutility for commuters, which rises with the number of transfers in the total trip. Conclusions This paper highlights the importance of conducting a pilot survey when designing the final survey.Transfer penalties vary between cities, so pilot studies are encouraged to obtain more accurate results. Further research is needed to consolidate the pilot results with those of a final survey.