Roads have direct and indirect impacts on animals present in the surrounding habitats. Bats have extensive foraging ranges which may include roads, and are therefore particularly affected by them. This study aimed to analyze the effects of roads on bat activity and diversity in the Brazilian savanna. Nine transects were established in protected areas in central Brazil with sampling points at 0, 500, 1,000, and 1,500 m away from roads. At each point, we recorded bat echolocation for 12 h and evaluated the influence of road type and distance from the road on bat activity, diversity, and foraging effort. Season, normalized difference vegetation index (NDVI), and distance to water also were included in the models. We found that species richness in the dry season and activity of open space insectivores were significantly higher on road verges than on areas farther from roads, while foraging effort and activity of edge space insectivores were only influenced by season. The activity of edge space insectivores also increased significantly with increasing distance to water during the rainy season. We suggest that bat individuals do not forage near roads, but rather use them as flyways or cross them to forage in sites outside the protected areas, which can increase the risk of collision with vehicles.