On level ground, cycling is more economical than running, which in turn is more economical than walking in the high speed range. This paper investigates whether this ranking still holds when moving on a gradient, where the three modes are expected to be mainly facing the same burden, i.e. to counter gravity. By using data from the literature we have built a theoretical framework to predict the optimal mode as a function of the gradient. Cycling was found to be the mode of choice only below 10-15% gradient, while above it walking was the least expensive locomotion type. Seven amateur bikers were then asked to walk, run and ride on a treadmill at different gradients. The speed was set so as to maintain almost constant the metabolic demand across the different gradients. The results indicate that the "critical slope", i.e. the one above which walking is less expensive than cycling (and running), is about 13-15%. One subject was loaded during bipedal gaits with a bicycle-equivalent mass, to simulate to cross-country cycling situation. The critical slope was close to 20%, due to the higher metabolic cost of loaded walking and running. Part of the findings can be explained by the mechanically different paradigms of the three locomotion types.