The Cepheid variables in SMC, LMC, the Milky Way, M33 and M31 are used to examine the dependence of pulsation mode on metallicity which was previously found in red supergiants. The initial samples of Cepheids are collected from the Cepheid catalogs identified from the OGLE, PS1, DIRECT, WISE and ZTF surveys. The contaminants are removed with the help of the Gaia/EDR3 astrometric information for extra galaxies or by comparing the geometric distance and the distance from the P-L relation for the Milky Way. The division of fundamental and first-overtone mode is refined according to the gap between the two modes in the P-L diagram of the objects in each galaxy. The ratio of FU/(FU+1O) is found to be 0.59, 0.60, 0.69, 0.83 and 0.85 for SMC, LMC, the Milky Way, M33 and M31 respectively in order of metallicity, which confirms that the pulsation mode depends on metallicity in the way that the ratio of FU/(FU+1O) increases with metallicity. This dependence is not changed if the incompleteness of the samples is taken into account.