Pedestrian's road crossing behaviour is one of the important aspects of urban dynamics that will be affected by the introduction of autonomous vehicles. In this study we introduce DeepWait, a novel framework for estimating pedestrian's waiting time at unsignalized mid-block crosswalks in mixed traffic conditions. We exploit the strengths of deep learning in capturing the nonlinearities in the data and develop a cox proportional hazard model with a deep neural network as the log-risk function. An embedded feature selection algorithm for reducing data dimensionality and enhancing the interpretability of the network is also developed. We test our framework on a dataset collected from 160 participants using an immersive virtual reality environment. Validation results showed that with a C-index of 0.64 our proposed framework outperformed the standard cox proportional hazard-based model with a C-index of 0.58.Extensive presence of autonomous vehicles (AVs) in urban areas is going to be one of the major changes in near future. AVs can fundamentally alter dynamics of urban areas. One of the aspects of urban mobility that can be affected by the widespread adaption of AVs is pedestrian's crossing behaviour. Studying this behaviour is important for the safety of most vulnerable users, optimal roadway layout changes, geometric design updates, and traffic flow optimization. AVs yielding to crossing pedestrians in a pedestrian-friendly urban area raises the necessity for new approaches in studying pedestrian-vehicle interactions [1], which emphasizes on the advantages of mid-block unsignalized crossings.In an attempt to study pedestrians' crossing behaviour, in this paper we investigate the pedestrian waiting time before crossing mid-block unsignalized crosswalks in fully automated, mixed-traffic, and fully human-driven conditions. As it is impossible to collect real data for studies on future technologies and their impact, and using questionnaires and stated preferences surveys may result in unrealistic answers [2], an immersive Virtual Reality (VR) based 3D environment was designed for the purpose of this study. Participants were asked to cross a simulated crosswalk in different scenarios, which were empowered by theoretical designs of experiments. In the meantime, participant's reactions and behaviours, , i.e. their coordinates, head orientations, stress level, etc. were being recorded, adding up to their sociodemographic data collected by questionnaires before the experiments.Using the collected data, a cox proportional hazard model is developed to estimate pedestrian's waiting time based on different factors. To better capture nonlinearities involved in the data, we then proposed DeepWait, a deep neural network based cox proportional hazard model, backed up by a feature selection algorithm to select most important factors affecting pedestrian waiting time.The rest of this paper is organized as follows: In the next section, an overview of the literature on pedestrian crossing behaviour, and particularly waiting time is pro...