Citizen participation is identified as one of the essential tools of modern public governance in developing sustainable cities and communities. This is especially important during crises. This analysis revisits the debate regarding citizen participation and its impact on two public sentiments: the sense of security of the citizen and the citizen’s attitude toward the future during a crisis. The aim of this analysis was to discover how the variables of citizen participation in support, decision-making, and physical assistance to state institutions during crises affect these two public sentiments within geographically proximate countries. A cross-country omnibus survey was conducted on a random sample of 2875 citizens in the three Baltic countries: 959 in Estonia, 931 in Latvia, and 985 in Lithuania, respectively. Poisson regression procedures and linear regression analysis models were used for data analysis. Citizen participation was examined as a complex phenomenon manifested in the domains of citizen-led and government-led participation. It was found that the correlation between citizen participation, sense of security, and attitude toward the future varies from country to country despite the same nature of the crisis and despite the geographical proximity of the countries in question. The correlation analysis provided the only exception to trust in government (element of citizen-led participation), which was directly associated with the citizen’s sense of security. In all other cases, the correlations found were country-specific and not engagement-specific. The findings suggest that the phenomenon of citizen participation during times of crisis has not yet been fully explored. Furthermore, despite prevailing paradigms about the positive impact of citizen participation in a non-crisis situation, its impact is not necessarily direct or positive.