Firefighters are repeatedly exposed to various pollutants that occur at fire scenes. There are three levels of exposure: primary exposure to pollutants, secondary exposure to pollutants on personal protective equipment (PPE), and tertiary exposure to contaminated fire stations and fire engines due to pollutants on PPE. Therefore, it is important for firefighters to be aware of the risk of exposure to pollutants and to practice health behaviors such as appropriate PPE management. No clear association has been established in the existing literature between firefighters’ risk perception level and their health beliefs about the health impact of awareness of exposure to hazardous substances at fire scenes. This study aims to evaluate the relationship between awareness of the exposure risk to primary, secondary, and tertiary pollutants and health beliefs. It was designed as a cross-sectional study, in which a web-based survey was conducted from 13 May to 31 May 2021. The analysis was conducted in 1940 firefighters working in the Seoul metropolis who agreed to participate in the research. Participants who perceived susceptibility were likely to be aware of the primary (adjusted odds ratio (AOR) = 2.10, 95% confidence interval (CI) 1.16–3.80), secondary (AOR = 2.77, 95% CI 1.77–4.32), and tertiary (AOR = 2.73, 95% CI 1.85–4.03) exposure risks. Participants who perceived barriers were unlikely to be aware of the risk of exposure to primary (AOR = 0.67, 95% CI 0.49–0.91), secondary (AOR = 0.77, 95% CI 0.61–0.96), and tertiary (AOR = 0.75, 95% CI 0.62–0.91) pollutants. Educational intervention is recommended to improve perceived susceptibility and awareness of the risk of exposure to pollutants and reduce perceived barriers. Consequently, educational intervention is expected to positively impact firefighters’ management of appropriate PPE. We confirmed an association between occupational exposure risk and firefighters’ health beliefs. In the health belief model (HBM), health beliefs that affect health behavior also affect awareness of the exposure risk level. Therefore, an intervention for health beliefs can also be used to raise job-related exposure risk awareness. Regular training on the health impacts of fire scenes is necessary for both newcomers and incumbents to enable firefighters to better recognize the risks of each occupational exposure level. Additionally, laws and regulations are necessary for the removal of harmful substances that contaminate PPE, such as self-contained breathing apparatus (SCBA), during exposure to a fire scene. Our research can be used as a basis for improving fire policies and education programs in the future.