A study of risk perceptions and use of respiratory protection was conducted on 2003 residents affected by active volcanoes from three countries: Japan (Sakurajima volcano), Indonesia (Merapi and Kelud volcanoes) and Mexico (Popocatépetl volcano). The study was designed to explore if the use of respiratory protection (i.e., facemask) is motivated by threat appraisal (i.e., perceptions of harm/ worry about ash inhalation) and coping appraisal (i.e., beliefs about mask efficacy). Using structural equation modelling (SEM), important differences were found between countries. For example, perceptions of harm/ worry were stronger predictors of mask use in Japan and Indonesia than they were in Mexico where beliefs about mask efficacy were more important. The SEM also identified differences in the demographic variants (e.g. gender) of mask use in each country and how they were mediated by cognitive constructs.