Promoting active travel is key to achieving the sustainable development goals of sustainable communities, climate action, and health and well-being. Walking and non-motorized vehicle use (e.g., cycling, longboarding) are influenced by the perceptions of the neighborhood environment. However, most evidence is limited to studies conducted in urban areas. This study aims to assess the relationship between perceived environment and walking as well as non-motorized vehicle use stratified across different levels of urbanicity in adolescents in Germany. Cross-sectional data of 3976 adolescents aged 11–17 (51% female) from the nationwide Motorik-Modul Longitudinal Study in Germany were used. Age, gender, socioeconomic status, neighborhood environment perceptions, duration of walking, and non-motorized vehicle use were assessed via questionnaire. Separate cumulative link mixed models were calculated to analyze the relationships between environment perceptions and walking as well as non-motorized vehicle use across rural areas, small towns, medium-sized towns, and cities. The presence of public sports facilities was related to both walking and non-motorized vehicle use across urbanicity levels. Relationships with other aspects of the perceived environment, such as traffic safety concerns and walking or cycling infrastructure, were more context-specific meaning that associations differed based on active travel mode and urbanicity level. Additionally, non-motorized vehicle use differed considerably across sample points. To conclude, when creating active and sustainable environments for active travel, it is crucial to target specific travel modes and take the urbanicity and regional context into account.