Climate change is considered as the biggest threat to human health in the 21st century. Sub-Saharan Africa, which is the most-at-risk region of the world, is estimated to have a disproportionately large share of the burden of climate change–induced environmental and human health risks. To develop effective adaptations to protect public health, it is essential to consider how individuals perceive and understand the risks, and how they might be willing to change their behaviors in response to them. Using a cross-sectional survey of 1253 individuals in coastal Tanzania we analyzed the relationship between subjective health status (self-reported health) and objective health status on the one hand and perceived health risks of climate change. Generally, higher subjective health status was associated with lower scores on perceived health risks of climate change. Concerning objective health status, the results were varied. Individuals who affirmed that they had been previously diagnosed with hepatitis, skin conditions, or tuberculosis had lower scores on perceived health risks of climate change, unlike their counterparts who affirmed that they had been previously diagnosed with malaria in the past 12 months or had been diagnosed with HIV/AIDS. These relationships persist even when biosocial and sociocultural attributes are taken into consideration. The results underscore the complex ways in which objective and subjective health interact with both biosocial and sociocultural factors to shape perceived health risks of climate change.