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In response to the evolving challenges posed by small unmanned aerial vehicles (UAVs), which possess the potential to transport harmful payloads or independently cause damage, we introduce MMAUD: a comprehensive Multi-Modal Anti-UAV Dataset. MMAUD addresses a critical gap in contemporary threat detection methodologies by focusing on drone detection, UAV-type classification, and trajectory estimation. MMAUD stands out by combining diverse sensory inputs, including stereo vision, various Lidars, Radars, and audio arrays. It offers a unique overhead aerial detection vital for addressing real-world scenarios with higher fidelity than datasets captured on specific vantage points using thermal and RGB. Additionally, MMAUD provides accurate Leica-generated ground truth data, enhancing credibility and enabling confident refinement of algorithms and models, which has never been seen in other datasets. Most existing works do not disclose their datasets, making MMAUD an invaluable resource for developing accurate and efficient solutions. Our proposed modalities are cost-effective and highly adaptable, allowing users to experiment and implement new UAV threat detection tools. Our dataset closely simulates real-world scenarios by incorporating ambient heavy machinery sounds. This approach enhances the dataset's applicability, capturing the exact challenges faced during proximate vehicular operations. It is expected that MMAUD can play a pivotal role in advancing UAV threat detection, classification, trajectory estimation capabilities, and beyond. Our dataset, codes, and designs will be available in https://github.com/ntu-aris …