Sustainability indicators for municipalities of megacities: Integrating health, safety and environmental performance

•The objective is to develop a tool to monitor HSE aspects of sustainable development in municipalities of megacities.•A two-round Delphi method was adopted to select the final set of HSE sustainability indicators.•The fire and emergency response is the most important category in HSE sustainability performance of Tehran municipalities.•In the HSE context of municipalities, social aspects gain more attention when compared with the environmental ones.•The “HSE theme” performed the most significant roles in the HSE performance of sustainability in Tehran municipalities.