Terrorist attacks can instigate widespread and long-lasting fear. Mass media can enforce fear by framing the events and affecting their perceptions. We implemented a news experiment to investigate the fear-triggering effects of different types of terrorist threats. We manipulated the type of terrorist group in three scenarios, a homegrown Islamist group, a foreign Islamist group, and a domestic far-right group. The fourth group served as the control group. The data were collected in early 2017 from Finland (N=2024), Norway (N=2063), Spain (N=2000), France (N=2003), and the United States (N=2039). The results showed that in Finland and France, fear was higher in groups primed with jihadist scenarios. Ethnic intolerance was associated with fear related to jihadist news across all of the countries. Institutional trust was positively associated with fear, whereas interpersonal trust was negatively associated when significant. Moreover, highly neurotic individuals were likely to fear more across the cultural context or threat type. The results support previous studies on two cross-culturally merging dimensions of personality and emotions; neuroticism, and negative affect.