Climate change is one of the big challenges of our time. A better understanding of how individuals form their evaluation of the risk related to climate change seems to be key to win broad support for climate change mitigation efforts. Extant research indicates that biospheric values (BV) are an important antecedent of individuals’ perception of the risk and consequences related to climate change. However, risk perception scholars have only recently started to study how BV relate to individuals’ climate change risk perception (CCRP) and much is still to be learned about this relationship. The present study contributes to this growing literature by studying the BV–CCRP relationship in a multinational context. The results suggest that the BV – CCRP relationship varies in strength between different countries. These differences can be explained in part by societies’ cultural leanings (i.e., individualism vs. collectivism) and societies’ wealth. The present research adds to our understanding of why individuals in different countries perceive climate change related risk differently and how this perception is shaped differently by biospheric values in different countries. In this way, the findings help to build a more nuanced theory of how CCRP are formed. The presented results also have implications for policymakers and NGOs who wish to increase individuals’ engagement with climate change and its consequences in different populations. In particular, the findings suggests that it might be necessary to use different strategies in different societies to achieve a greater awareness of climate change related risks.