Background: The SARS-CoV-2 pandemic and climate change are two simultaneously occurring large scale environmental health crises. This provides an opportunity to compare the risk perception of both crises in the population. In particular, whether experiencing the acute pandemic sensitizes people to the risks of ongoing climate change. Methods: Panel participants answered a web-based questionnaire. The risk perception of SARS-CoV-2 and influencing factors were assessed. Differences of risk perception dimensions regarding SARS-CoV-2 and climate change were analyzed as well as associations between dimensions. Results: The results show that an economic impact by the pandemic is associated with more dimensions of SARS-CoV-2 risk perception than an experienced health impact. Moreover, dimensions of risk perception of the pandemic and climate change are perceived differently. Furthermore, the affective dimension of pandemic risk perception is significantly associated with all dimensions of climate change risk perception. Conclusions: Emotional-based coping with the risks of SARS-CoV-2 is associated with risk perception of climate change as well as various factors that shape the individuals’ risk perception. It is currently necessary and will be increasingly necessary in the future to solve coexisting crises, not selectively, but in a common context within the framework of a social-ecological and economic transformation.