This study was aimed at comparing cyclists’ perceptions of comfort when in traffic and when online. Questions about comfort were structured according to three hierarchical levels, namely strategic (city level), tactical (frequent route level) and operational (survey spot level). The purpose is to understand how the cyclists’ perceptions of comfort at different levels vary between questionnaire administration methods. The results suggest that cyclists are more positive and optimistic about the cycling comfort when answering online questionnaires than when answering in-traffic questionnaires, but only when the questions refer to the operational level (at a more general level, their answers were not statistically different). Cycling planners and researchers could incorporate these findings in their data collection policies by selecting online approaches, which are generally less expensive than but equally effective as in-traffic approaches, when carrying out studies that concern the strategic and/or tactical levels of comfort.