In the context of climate change communication, this study explores the process through which exposure to media messages about a risk leads to recommended behavioral intentions. We propose a model of this process based on the Extended Parallel Process Model (EPPM) and the Risk Perception Attitude (RPA) framework. Our model analyzes how risk perception, negative emotion, and efficacy beliefs mediate and moderate the effects of media messages on people's intention to engage in pro-environmental behaviors. A national survey among 1,000 adults in South Korea was analyzed, and the fitting of PROCESS Models 4 and 15 yielded four main findings. First, media exposure was directly and positively related to risk perception, negative emotion, and pro-environmental behavioral intention. However, the significant relation between media exposure and behavioral intention was partly conditional upon efficacy beliefs. Second, risk perception and negative emotion were also significantly related to behavioral intention conditional upon efficacy beliefs. Third, efficacy beliefs significantly moderated the relation between risk perception and behavioral intention, but not between negative emotion and behavioral intention. Fourth, efficacy beliefs served as a moderator for the indirect effect of media exposure on behavioral intention via risk perception and negative emotion.