Little is known about place attachment affecting natural environmental risk perception and coping. A systematic search of social science databases revealed 31 works (1996–2016) directly addressing place attachment in relation to different types of natural hazard risks (e.g., seismic, volcanic, etc.). Across different contexts, the research shows: (a) positive and/or negative relationships between place attachment and natural environmental risk perception; (b) positive and/or negative relationships between place attachment and risk coping; and (c) mediating and moderating relationships. In particular, results show that: (a) highly attached individuals perceive natural environmental risks but underestimate their potential effects; (b) highly attached individuals are unwilling to relocate when facing natural environmental risks and more likely to return to risky areas after a natural environmental disaster; (c) place attachment acts both as a mediating and moderating variable between risk perception and coping. Place attachment should play a more significant role in natural environmental risk management.