Avoiding dangerous climate change is one of the most urgent social risk issues we face today and understanding related public perceptions is critical to engaging the public with the major societal transformations required to combat climate change. Analyses of public perceptions have indicated that climate change is perceived as distant on a number of different dimensions. However, to date there has been no in-depth exploration of the psychological distance of climate change. This study uses a nationally representative British sample in order to systematically explore and characterize each of the four theorized dimensions of psychological distance—temporal, social, and geographical distance, and uncertainty—in relation to climate change. We examine how each of these different aspects of psychological distance relate to each other as well as to concerns about climate change and sustainable behavior intentions. Results indicate that climate change is both psychologically distant and proximal in relation to different dimensions. Lower psychological distance was generally associated with higher levels of concern, although perceived impacts on developing countries, as an indicator of social distance, was also significantly related to preparedness to act on climate change. Our findings clearly point to the utility of risk communication techniques designed to reduce psychological distance. However, highlighting the potentially very serious distant impacts of climate change may also be useful in promoting sustainable behavior, even among those already concerned.