The public's awareness of climate change risks is the basis for their choice of adaptation action. A good understanding of the key factors that affect the public's perception of climate change risk is critical to climate change risk management. In this paper, a path model was constructed to analyze the path of climate change risk response perception in northern Shaanxi based on 1660 public survey data in northern Shaanxi, which was compared with that of southern Shaanxi. The results showed that (1) there are three causal paths in northern Shaanxi, that is, the public's awareness of climate change issues, awareness of ecological stability, and awareness of climate change causes, to affect response status; there are nine causal paths in southern Shaanxi. (2) There are four related routes in northern Shaanxi and 19 in southern Shaanxi. In short, compared with southern Shaanxi, there are fewer perception paths and simpler models for climate change risk response in northern Shaanxi. (3) The degree of concern for climate change issues and the perception of the causes of climate change influence the establishment of the causal path of climate change risk perception in northern Shaanxi. The major factors that influence climate change risk response perception in southern Shaanxi are climate change risk reason perception, industrial structure adjustment perception, and energy conservation, and emission reduction perception. (4) The response perception path in northern Shaanxi is simpler than that in southern Shaanxi, and there are fewer causal and related paths that impact climate change risk response perception. (5) Finally, through the comparative analysis of the path of climate change risk response perception in northern Shaanxi and southern Shaanxi, this paper provides a reference for coping with climate change risks in northern and southern Shaanxi.