Building on the concept of participatory regulation, this study emphasizes recognizing the multidimensional character of citizens' risk regulation preferences. Using the case of autonomous vehicles, we specify six technology‐related risks: product safety, regulatory oversight, legal liability, ethical prioritization, data protection, and human supervision. We argue that differences in these multidimensional risk regulation preferences are shaped by citizens' political beliefs, technology attitudes, and national innovation cultures. To test these hypotheses, a conjoint experiment was conducted in the United States (1188 participants), Japan (1135 participants), and Germany (1174 participants) in which respondents compared hypothetical regulation regimes for self‐driving cars, varying alongside the six regulatory risk dimensions. The findings show a universal preference for increased legal responsibility of manufacturers and more stringent safety regulations for autonomous vehicles. Political beliefs and technological attitudes had minimal impact on these preferences. Although there were some cultural differences in privacy and ethical prioritization, no systematic differences were noted across countries, suggesting the possibility of finding common ground in standardizing risk regulations for self‐driving cars.