Dockless bike-sharing (DBS) is a green and flexible travel mode, which has been considered as an effective way to address the first-and-last mile problem. A two-level process is developed to identify the integrated DBS–metro trips. Then, DBS trip data, metro passenger data, socioeconomic data, and built environment data in Shanghai are used to analyze the spatiotemporal characteristics of integrated trips and the correlations between the integrated trips and the explanatory variables. Next, multicollinearity tests and autocorrelation tests are conducted to select the best explanatory variables. Finally, a geographically and temporally weighted regression (GTWR) model is adopted to examine the determinants of integrated trips over space and time. The results show that the integrated trips account for 16.8% of total DBS trips and that departure-transfer trips are greater than arrival-transfer trips. Moreover, the integrated trips are concentrated in the central area of the city. In terms of impact factors, it is found that GDP, government count, and restaurant count are negatively correlated with the number of integrated trips, while house price, entropy of land use, transfer accessibility index, and metro passenger flow show positive relationships. In addition, the results show that the GTWR model outperforms the OLS model and the GWR model.