The objective of this article is to further develop intersectional perspectives and feminist knowledge in environmental sociology. Environmental sociology has developed a critical theoretical frame with which to describe the social construction of risk, and this article further develops the understanding of the complex multidimensionality of the social relations that shape the lived experience of risk. An analytical and integrating discourse that acknowledges the connectedness of these dimensions and the influence of their interactions on the representation, production and reproduction of risk in society remains an unrealized ambition. Intersectional risk theory shows that risk is constituted and produced in social and geographic spaces, as well as the various power relations that prevail there, and consequently, risk is not only defined and managed differently but also the intersections of privilege and subordination are themselves reproduced through risk management. Using climate risks as a starting point, we propose a perspective for the study of risks that analyses the dynamic, ambiguous character of the doing of risk. Our intent is to investigate how risk discourses are entangled with the doing of class, gender and race, as well as with the differentiation between human and nature.