If the long-term goal of limiting warming to less than 2°C is to be achieved, rapid and sustained reductions of greenhouse gas emissions are required. These reductions will demand political leadership and widespread public support for action on global warming and climate change. Public knowledge, level of concern, and perceived personal efficacy, in positively affecting these issues are key variables in understanding public support for mitigation action. Previous research has documented some contradictory associations between knowledge, personal efficacy, and concern about global warming and climate change, but these cross-sectional findings limit inferences about temporal stability and direction of influence. This study examines the relationships between these three variables over a one-year period and three waves with national data from New Zealand. Results showed a positive association between the variables, and the pattern of findings was stable and consistent across the three data points. More importantly, results indicate that concern mediates the influence of knowledge on personal efficacy. Knowing more about global warming and climate change increases overall concern about the risks of these issues, and this increased concern leads to greater perceived efficacy and responsibility to help solving them. Implications for risk communication are discussed.