The intense economic growth experienced by Brazil in recent decades and its consequent explosive motorization process have evidenced an undesirable impact: the increasing and unbroken trend in traffic fatality numbers. In order to contribute to road safety diagnosis on a national level, this study presents a research into two main indicators available in Brazil: mortality rate (represented by fatalities per capita) and fatality rate (represented by two sub‐indicators, i.e., fatalities per vehicle and fatalities per vehicle kilometer traveled). These indicators were aggregated into a composite indicator or index through a multiple layer data envelopment analysis (DEA) composite indicator model, which looks for the optimum combination of indicators’ weights for each decision‐making unit, in this case 27 Brazilian states. The index score represents the road safety performance, based on which a ranking of states can be made. Since such a model has never been applied for road safety evaluation in Brazil, its parameters were calibrated based on the experience of more consolidated European Union research in ranking its member countries using DEA techniques. Secondly, cluster analysis was conducted aiming to provide more realistic performance comparisons and, finally, the sensitivity of the results was measured through a bootstrapping method application. It can be concluded that by combining fatality indicators, defining clusters and applying bootstrapping procedures a trustworthy ranking can be created, which is valuable for nationwide road safety planning.