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Objectives: Increasing walking and cycling, and reducing motorised transport, are health and environmental priorities. This paper examines levels and trends in the use of different commute modes in England and Wales, both overall and with respect to small-area deprivation. It also investigates whether commute modal share can serve as a proxy for travel behaviour more generally. Methods: 23.7 million adult commuters reported their usual main mode of travelling to work in the 2011 census in England and Wales; similar data were available for 1971–2001. Indices of Multiple Deprivation were used to characterise socio-economic patterning. The National Travel Survey (2002–2010) was used to examine correlations between commute modal share and modal share of total travel time. These correlations were calculated across 150 non-overlapping populations defined by region, year band and income. Results: Among commuters in 2011, 67.1% used private motorised transport as their usual main commute mode (−1.8 percentage-point change since 2001); 17.8% used public transport (+1.8% change); 10.9% walked (−0.1% change); and 3.1% cycled (+0.1% change). Walking and, to a marginal extent, cycling were more common among those from deprived areas, but these gradients had flattened over the previous decade to the point of having essentially disappeared for cycling. In the National Travel Survey, commute modal share and total modal share were reasonably highly correlated for private motorised transport (r = 0.94), public transport (r = 0.96), walking (r = 0.88 excluding London) and cycling (r = 0.77). Conclusions: England and Wales remain car-dependent, but the trends are slightly more encouraging. Unlike many health behaviours, it is more common for socio-economically disadvantaged groups to commute using physically active modes. This association is, however, weakening and may soon reverse for cycling. At a population level, commute modal share provides a reasonable proxy for broader travel patterns, enhancing the value of the census in characterising background trends and evaluating interventions.