Plenty of studies on exclusive lanes for Connected and Autonomous Vehicle (CAV) have been conducted recently about traffic efficiency and safety. However, most of the previous research studies neglected comprehensive consideration of the safety impact on different market penetration rates (MPRs) of CAVs, traffic demands, and proportion of trucks in mixture CAVs with human’s driven vehicle environment. On this basis, this study is to (1) identify the safety impact on exclusive lanes for CAVs under different MPRs with different traffic demands and (2) investigate the safety impact of trucks for CAV exclusive lanes on mixture environment. Based on the Intelligent Driver Model (IDM), a CAV platooning control algorithm is proposed for modeling the driving behaviors of CAVs. A calibrated 7-kilometer freeway section microscopic simulation environment is built by VISSIM. Four surrogate safety measures, including both longitudinal and lateral safety risk indexes, are employed to evaluate the overall safety impacts of setting exclusive lanes. Main results indicate that (1) setting one exclusive lane is capable to improve overall safety environment in low demand, and two exclusive lanes are more suitable for high-demand scenario; (2) existence of trucks worsens overall longitudinal safety environment, and improper setting of exclusive lanes in high trucks, low MPR scenario has adverse effect on longitudinal safety; and (3) setting exclusive lanes have better longitudinal and lateral safety improvement in high-truck proportion scenarios. Setting one or two exclusive lanes led to [+42.4% to −52.90%] and [+45.7% to −55.2%] of longitudinal risks while [−1.8% to −87.1%] and [−2.1% to −85.3%] of lateral conflicts compared with the base scenario, respectively. Results of this study provide useful insight for the setting of exclusive lanes for CAVs in a mixture environment.