Precautionary messages have been shown to increase recipients' threat perceptions about radio-frequency electromagnetic fields (RF-EMFs) emitted by mobile phones and mobile phone base stations. The current study explored the interplay of variables on the side of message recipients with this effect. The individual difference variables of interest were gender, trait anxiety, personal need for structure, and personal fear of invalidity. Furthermore, the study determined whether the increased threat perception is accompanied by emotional distress. A total of 298 university students answered a survey after reading either a basic text about RF-EMFs or a text including precautionary information. Linear multiple regression with interactions analyses showed that the effect of precautionary messages differed for people with different levels of trait anxiety. How trait anxiety was related to the effect of precautionary messages in turn depended on participants' gender. Personal need for structure and personal fear of invalidity were mostly unrelated to the effect of precautionary messages. Regarding participants' emotional distress, we found no difference in state anxiety scores between those participants who received precautionary information and those who did not. The findings show that the effects of precautionary messages on threat perception depend on individual difference variables such as recipients' trait anxiety and gender. Also, the fact that precautionary communication did not result in heightened state anxiety challenges the assumption that precautionary messages induce fear or anxiety.