Mitigating human-induced climate change calls for a globalized change of consciousness and practice. These global challenges also demand a double transformation of the social sciences – first, from ‘methodological nationalism’ to ‘methodological cosmopolitanism’ and, second, an empirical reorientation towards ‘cosmopolitization’ as the social force of emerging cosmopolitan realities. One of these realities is the possible emergence, locally and globally, of ‘cosmopolitan communities of climate risk’ in response to a ‘world at risk’. A key research question for contemporary social science is thus: how and where are new cosmopolitan communities of climate risk being imagined and realized? In this article, we propose and explore a research agenda formulated around this key question. We both develop a theoretical perspective and provide short empirical illustrations of case studies regarding ongoing research in Europe and East Asia on such cosmopolitan climate risk communities.