Safety behavior of construction workers is crucial to safety outcomes, and such behavior can be affected by different ways of risk perception. This research first identifies four main ways of risk perception: risk consequence, risk probability, risk utility, and direct risk perception, and then examines whether they are distinct. Further, the effects of these distinct risk perception ways on workers' safety compliance are investigated. Results show that traditional risk utility is significantly different from individuals' direct risk perception, and the latter exerts a significant influence on safety compliance while the former does not. Effective interventions should be made to improve workers accurate risk perception at workplace.