Is narrative persuasion effective when promoting new behaviours in favour of the environment? Does this effectiveness vary depending on whether individuals are already thinking about changing? This paper has two main objectives: (1) to explore how individuals at different stages of the behavioural change process perceive air pollution, focussing on the perceived psychological distance of its environmental risks (Study 1); and (2) to test whether the effects of presenting the risks of air pollution in a narrative vs. statistical format on pro-environmental intentions vary depending on the individuals’ stage of behavioural change (Study 2). Study 1 (N= 263) is based on a survey measuring individuals’ perceived psychological distance of the environmental risks of air pollution, and the perceived effectiveness of different pro-environmental behaviours. Results suggest that perceived distance and perceived effectiveness vary across different stages of behavioural change. Study 2 (N= 258) presents a 2(Format: narrative vs. statistical) × 3(Stages of change) protocol, testing the effectiveness of a narrative format depending on individuals’ stage of behavioural change. Results suggest that proximising a threat through a narrative format of communication is more effective especially for individuals in the pre-action stage of change. We also present a moderated mediation model explaining the influence of the interaction between the message format and the stage of behavioural change on behavioural intentions and on efficacy appraisal via narrative engagement. Findings are discussed with regards to the stage model and narrative persuasion.