This study aims to explain individual engagement in sustainable waste management behaviors (SWMBs) based on the application of protection motivation theory (PMT). SWMBs include waste avoidance, green purchasing behavior, reuse and recycle, and waste disposal behaviors. This study applies PMT to explore how individuals’ SWMBs are influenced by their perceived threats caused by environmental contamination from waste disposal and their perceived coping capability. The Bangkok metropolitan area was selected as a case study because it has faced serious waste management problems caused by massively increasing amounts of solid waste during the last ten years. Questionnaire surveys were conducted with 193 public and private officers residing in the city of Bangkok. The one-way analysis of variance (ANOVA) was performed to justify the effect of individual threat appraisal and coping appraisal on the engagement in SWMBs. The results demonstrated that respondents’ self-efficacy highly influenced all types of SWMBs. The perceived probability of being impacted from pollutants influenced all of the SWMBs except green purchasing behaviors. Response efficacy did not influence all SWMBs; however, the perceived severity of adverse consequences caused by pollutants highly influenced reuse and recycle behaviors. It could be suggested that PMT is well suited for investigating low-cost and simple SWMBs. It could also be suggested that different communication campaigns should be established to enhance citizens’ engagement in each type of SWMB.