The contributions of this paper are the result of a thematic review conducted on some of the most relevant scientific contributions and policy guidelines about women’s perception of safety while walking in public spaces. The first part of the review focused on 23 scientific references revolving around the keywords “gender”, “safety” and “walkability”. This led to the establishment of three main Safety Factors: (i) Spatial Features (space characteristics/morphological features); (ii) City Use (traces of behavior and presence of city users); and (iii) Hotspots (safe havens and no-go areas); further resulting in 19 sub-factors. The second part of the review covered a collection of 20 reports and 10 guidelines focused on diverse geographical scales, areas of interest and target audiences, as well as data collection methods. This involved the selection of multiple case studies, which are also presented, thus maintaining a geographically diverse sample. As part of the scientific research project “STEP UP—Walkability for Women in Milan”, the outputs of the proposed thematic review will be exploited to help identify challenging areas of Milan (Italy), as samples of analysis to develop a set of policy recommendations to enhance the level of walkability for women.