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Macau had a reputation for being a haven for triads and gangs during the 90s, when it was still under Portuguese rule. However, once under the Chinese government, this has practically been cleaned up with regards to violent crime. As the world's largest gambling destination, there is a lot of money laundering, prostitution, and drug trafficking that goes on - indeed, this seems to be on the rise - in terms of crime directed towards a person, Macau is safe similar to most developed countries.
I've been to Macau a few times, and whether alone or as a couple, never felt that I was unsafe. Depending on which bits of Macau you're interested in - and this would typically be Macau Peninsula, where most of the casinos are - streets are relatively busy most hours of the day because there are enough tourists / casino patrons around.