With the development of information and communication technology, spatial-temporal data that contain rich human mobility information are growing rapidly. However, the consistency of multi-mode human travel behind multi-source spatial-temporal data is not clear. To this aim, we utilized a week of taxies’ and buses’ GPS trajectory data and smart card data in Shenzhen, China to extract city-wide travel information of taxi, bus and metro and tested the correlation of multi-mode travel characteristics. Both the global correlation and local correlation of typical travel indicator were examined. The results show that: (1) Significant differences exist in of urban multi-mode travels. The correlation between bus travels and taxi travels, metro travel and taxi travels are globally low but locally high. (2) There are spatial differences of the correlation relationship between bus, metro and taxi travel. These findings help us understanding urban travels deeply therefore facilitate both the transport policy making and human-space interaction research.