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Urban road collapses are characterized by sudden occurrence and strong spatial heterogeneity, posing substantial challenges for proactive infrastructure management. Susceptibility mapping can provide spatially explicit evidence to support targeted inspection and early-warning strategies. Using Futian District, Shenzhen (China) as a case study, a total of 315 road collapse events recorded during 2019–2023 were compiled to develop an integrated framework for urban road collapse relative susceptibility mapping based on multi-source remote sensing and urban spatial data. First, an indicator-based susceptibility index (SI) was constructed using eight conditioning factors, including PS-InSAR-derived deformation, topographic–hydrological conditions, and distance-based infrastructure variables (distance to underground utilities, metro lines, and roads). Factor weights were determined by coupling the Analytic Hierarchy Process (AHP) with the Entropy Weight Method (EWM), producing a comprehensive SI for historical collapse locations. Subsequently, a set of 17 remote-sensing predictors, including Sentinel-2 spectral bands, Sentinel-2 GLCM texture features, and Sentinel-1 SAR backscatter variables, was used to train a Random Forest model to predict SI and generate continuous susceptibility maps at the urban road-network scale. The influence of neighborhood window size on predictive performance was systematically evaluated. Results show that the Random Forest model performed best at the 5 × 5 window scale (R2 = 0.70, RMSE = 0.0172, MAE = 0.0122), outperforming both pixel-based inputs (1 × 1) and larger windows. Uncertainty analysis further indicated that the 5 × 5 RF configuration yielded the most stable and spatially coherent predictions, whereas overly small windows and less robust learners produced more fragmented or higher-uncertainty susceptibility patterns. Spatiotemporal analysis indicates that susceptibility patterns remained broadly stable from 2019 to 2023, with moderate susceptibility accounting for 50.82–57.89% and high susceptibility for 21.94–23.30%, while very high susceptibility consistently remained below 1%. Overall, this study demonstrates that integrating multi-source remote sensing with scale-optimized machine learning provides an effective approach for fine-scale susceptibility mapping of urban road collapses, offering practical guidance for differentiated monitoring and risk prevention along critical road corridors.