Extreme heat is the leading weather-related cause of death in the United States. Many individuals, however, fail to perceive this risk, which will be exacerbated by global warming. Given that awareness of one’s physical and social vulnerability is a critical precursor to preparedness for extreme weather events, understanding Americans’ perceptions of heat risk and their geographic variability is essential for promoting adaptive behaviors during heat waves. Using a large original survey dataset of 9,217 respondents, we create and validate a model of Americans’ perceived risk to their health from extreme heat in all 50 US states, 3,142 counties, and 72,429 populated census tracts. States in warm climates (e.g., Texas, Nevada, and Hawaii) have some of the highest heat-risk perceptions, yet states in cooler climates often face greater health risks from heat. Likewise, places with older populations who have increased vulnerability to health effects of heat tend to have lower risk perceptions, putting them at even greater risk since lack of awareness is a barrier to adaptive responses. Poorer neighborhoods and those with larger minority populations generally have higher risk perceptions than wealthier neighborhoods with more white residents, consistent with vulnerability differences across these populations. Comprehensive models of extreme weather risks, exposure, and effects should take individual perceptions, which motivate behavior, into account. Understanding risk perceptions at fine spatial scales can also support targeting of communication and education initiatives to where heat adaptation efforts are most needed.