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Motivated by safety challenges resulting from distracted pedestrians, this paper presents a sensing technology for fine-grained location classification in an urban environment. It seeks to detect the transitions from sidewalk locations to in-street locations, to enable applications such as alerting texting pedestrians when they step into the street. In this work, we use shoe-mounted inertial sensors for location classification based on surface gradient profile and step patterns. This approach is different from existing shoe sensing solutions that focus on dead reckoning and inertial navigation. The shoe sensors relay inertial sensor measurements to a smartphone, which extracts the step pattern and the inclination of the ground a pedestrian is walking on. This allows detecting transitions such as stepping over a curb or walking down sidewalk ramps that lead into the street. We carried out walking trials in metropolitan environments in United States (Manhattan) and Europe (Turin). The results from these experiments show that we can accurately determine transitions between sidewalk and street locations to identify pedestrian risk.