The Earth's future depends on how we manage the manifold risks of climate change (CC). It is state-of-the-art to assume that risk reduction requires participatory management involving a broad range of stakeholders and scientists. However, there is still little knowledge about the optimal design of participatory climate change risk management processes (PRMPs), in particular with respect to considering the multitude of substantial uncertainties that are relevant for PRMPs. To support the many local to regional PRMPs that are necessary for a successful global-scale reduction of CC risks, we present a roadmap for designing such transdisciplinary knowledge integration processes. The roadmap suggests ways in which uncertainties can be comprehensively addressed within a PRMP. We discuss the concept of CC risks and their management and propose an uncertainty framework that distinguishes epistemic, ontological, and linguistic uncertainty as well as ambiguity. Uncertainties relevant for CC risk management are identified. Communicative and modeling methods that support social learning as well as the development of risk management strategies are proposed for each of six phases of a PRMP. Finally, we recommend how to evaluate PRMPs as such evaluations and their publication are paramount for achieving a reduction of CC risks.