Environmental pollution, especially particulate matter, is a significant problem in many large cities around the world. Globally, studies have found a larger incidence of skin problems in the more polluted areas of the world (Lefebvre et al., 2015; Lefebvre et al., 2016). Currently, anti-pollution cosmetics are the hot new trend emerging from Asia. Therefore, this study examines the relation between anti-pollution cosmetics purchase and the perceived risk to skin health owing to particulate matter. The results of study 1 partially support our hypothesis about consumers with higher perception of the risk about particulate matter. Among them, those who saw the product advertising felt response-efficacy, and further, this response-efficacy mediated the relationship between perceived risk and purchase intention. However, there was no significant mediating effect of self-efficacy between perceived risk and purchase intention. Study 2 demonstrates that consumers who have higher perceived risk about particulate matter show higher purchase intention for anti-pollution cosmetics (e.g., POLLUAWAYTM day cream) when they are exposed to prevention-focused message advertisement. In addition, the results of study provide support for our argument that this effect is driven by a process involving response-efficacy. The present research provides evidence for a relationship between perceived risk and regulatory-focused messages on purchase intention. In particular, it reveals a boundary condition for these effects to occur, that is, the extent to which consumers have a higher purchase intention because of response-efficacy. These results provide promising evidence to support the growing field of health-product-related marketing communication.