This study examines the role of country- and individual-level factors on climate change risk perceptions in 28 European countries. Based on the nature of the data and the research question, a multilevel ordered logit model is used. As individual observations are nested between countries, the data are hierarchical, which justifies the use of a multilevel model. The analysis focuses on the dependent variable with ordered categories. Because of their inherent ordinal structure, the response levels provide a meaningful ranking. The ordered logit model explicitly takes this ordinal nature into account when modeling the dependent variable. At the country level, this study found that climate change risk perceptions increase with higher levels of per capita income and lower levels of regulatory quality. The positive effect of the level of national income persists even after controlling for whether the country had a communist regime in the past or not. At the individual level, this study found that higher levels of climate change risk perception are shown by more educated individuals, people with egalitarian and post-materialist values, people with a higher interest in politics and lower levels of personal economic worries. Overall, women express higher levels of climate change risk perception than men, but having younger children at home reduces women's risk perception. Similarly, the level of climate change risk perception decreases with age only among women. A series of robustness checks confirm the main findings. The research suggests that EU policymakers can improve climate policies and public engagement by considering differences in income, regulatory quality, historical context and gender-specific aspects. Insights from this study can lead to targeted risk communication. (Selim Jürgen Ergun, Zehra D. Karadeniz & M. Fernanda Rivas , more at nature.com)