Risk assessments are key for the effective management of potential environmental threats. Across probabilistic phenomena, climate change is an exemplar of paramount uncertainties. These uncertainties have been embraced in supporting governments’ decisions; yet receive scarce attention when studying individual behavior. Analyzing a survey conducted in the USA, China, Indonesia, and the Netherlands (N=6242), we explore socio-economic, psychological, and behavioral differences between individuals who can subjectively assess risks, and those who are risk-uncertain. We find that risk-uncertain individuals are more likely to belong to societal subgroups classically considered as vulnerable, and have reduced capacities and intentions to adapt to hazards—specifically floods. The distinctions between risk-aware and risk-uncertain individuals indicate that ignoring differences in individuals’ capacity to assess risks could amount to persistent vulnerability and undermine climate-resilience efforts. While we use floods emblematically, these finding have consequences for the standard practice of dropping or bootstrapping uncertain responses, irrespective of the hazard, with implications for environmental management.@en