The analysis of the “risk” concept as a sociocultural phenomenon is carried out. The sociocultural basis for risk as one of the human being’s characteristics in the world and an essential component of the human activity is defined. The basic strategies of the contemporary individual behavior are considered since the nature of risk itself and the attitude towards it in the society differ widely versus the society type. The concept of the “individual risky action” is revealed. The factors contributing to the uncertainty and risk are described. In the process of the risky activity, the individual comes up against the situation of voluntary or necessary risk whose resolution depends on his action or inaction. In this respect, the assessment system of the risk acceptability and the adverse consequences connected with it in various scopes of activity are investigated. The specific nature of the individual risky action in the modern society is proved. Risk minimization methods versus the individual behavior strategy are analyzed.