The resort has a reputation as a prestigious and aristocratic holiday destination. So despite the many nightclubs and discos, it's a safe city. Still, one should not be too careless. Safety in Madonna di Campiglio, as in any other city, begins with sensible behavior.
Watch out for your pockets and wallets in crowded places: in public transport, in markets, during public festivities. Never carry large sums of money. When you need to open your wallet, don't take out large notes in busy public places. Leave valuables in the hotel safe.