Setúbal is considered a generally safe area but it has some of the major problematic neighbourhoods in the country.There are some parts of the city you might want to avoid, but the shabbiness will warn you of that. By day even in those parts you shouldn't have any problems, however, be cautious. Take the usual precautions, mostly at night in Setúbal downtown, but usually you won't have a problem. Avoid being alone but if you find yourself in that situation just walk in very well lit places and with many people around or call/grab a taxi to take you to your destination.
