The novel coronavirus pandemic led individuals to experience heightened social risks, particularly financial and health related. The strength of a welfare state shapes individual risk perceptions under normal circumstances. My research question is whether it also shapes risk perceptions in abnormal disaster scenarios, for example amidst the SARS-CoV-2 pandemic. I test this using the data from the global COVIDiSTRESS survey to compare 70 countries in April of 2020, a month where deaths resulting from Covid-19 affected three-quarters of the world’s societies. Controlling for local timing and severity of the pandemic, welfare state strength predicts lower risk perceptions. However, this it is not a universal effect as I expected. The welfare state impact depends on how quickly a government introduced strong ‘lock down’ measures. The longer it took a government to respond the more the welfare state reduces risk perceptions. Governments that took lock down measures in advance of the virus show no variation in risk perceptions, whereas governments that took 30 days to respond have up to a 1.5 standard deviation range of risk perceptions depending on the strength of the welfare state. I conclude that the welfare state matters very much when governments fail to take effective intervention measures in a global emergency.