This study reports the findings of a 3-year investigation into dimensions of trust in governmental capacity to deal with environmental risks (air pollution, sustainable development, waste, and water). We explore if levels of trust in Hong Kong correspond with the two-dimensional structure identified in the research of Poortinga and Pidgeon. Findings of this multi-method study (survey and focus group) conducted between 2005 and 2008 point towards largely low but unchanging levels of trust in the Hong Kong government. By contrast, the number of dimensions of trust reduced over the study period, pointing towards growing levels of scepticism. This leads us to conclude that, in relation to environmental risks, Hong Kong is characterised by cynicism. These findings reflect a wider argument that there are two underlying dimensions of trust—reliance and scepticism. The implications of these findings are discussed, and strategies to address low levels of trust are outlined. Copyright © 2014 John Wiley & Sons, Ltd.