In November 2015, the terrorism threat in Belgium confronted both citizens and the government with a situation characterized by high uncertainty. In this context, a national survey was conducted among 805 respondents, with three purposes. First, this case study aimed to explore how Belgians deal with the threat by examining if they change their behavior in public places and seek information about the threat. Second, we investigated why people seek and process information about the terrorism threat based on three determinants,namely their level of involvement with the threat, the expert efficacy of the government, and attitudes towards mass media communication. Finally, this study elaborated on perceived governmental efficacy, researching how governmental reputation is affected through institutional trust and governmental responsibility. The results show that the terrorism threat leads citizens to be more alert in public places and participate less in mass events. Moreover, one fifth stopped traveling by public transport. It was found that Belgian citizens also searched for information several times a day, mostly via traditional media such as television and radio. Furthermore, based on structural equation modelling, we found that information seeking and processing behavior is determined by the cognitive assessment of the risk. This cognitive risk assessment is in turn positively influenced by risk involvement and perceived governmental expert efficacy. However, if the mass media are seen to focus too much on drama and sensationalism then the perception of risk decreases, and this in turn reduces information seeking behavior. In addition, results show that a perception of governmental expert efficacy is able to increase trust and decrease the level of governmental responsibility, which is in turn beneficial for governmental reputation. The implications of these findings are discussed.