It is now widely recognized that climate change affects multiple sectors in virtually every part of the world. Impacts on one sector may influence other sectors, including seemingly remote ones, which we call “interconnections of climate risks.” While a substantial number of climate risks are identified in the Intergovernmental Panel on Climate Change Fifth Assessment Report, there have been few attempts to explore the interconnections between them in a comprehensive way. To fill this gap, we developed a methodology for visualizing climate risks and their interconnections based on a literature survey. Our visualizations highlight the need to address climate risk interconnections in impact and vulnerability studies. Our risk maps and flowcharts show how changes in climate impact natural and socioeconomic systems, ultimately affecting human security, health, and well‐being. We tested our visualization approach with potential users and identified likely benefits and issues. Our methodology can be used as a communication tool to inform decision makers, stakeholders, and the general public of the cascading risks that can be triggered by climate change.