The underlying components of protection motivation theory (PMT; Rogers 1983) are explored through choice experiment-based analysis within a random utility framework, to account for some of the motivational, cognitive, and affective processes that likely affect celiacs’ propensity to use a novel health-risk reducing product. Those four groups of variables that are aimed to capture threat appraisal and coping appraisal processes as part of the standard PMT (Rogers 1975, 1983; Floyd et al. 2000) are found to contribute significantly to explaining the adaptive response of celiacs. Self-assessed vulnerability and perceived product efficacy form a most significant part of respondents’ threat appraisal process. Standard socio-demographic and lifestyle characteristics were found less useful in explaining the propensity to choose an adaptive response. Estimation results support an extended PMT model that accounts for risk attitudes, as measured by the psychometric scales of Weber et al. (2002), and outcome confidence (Zakay and Tsal 1993), since perceived ambiguity regarding the effectiveness of the novel health-risk reducing device affects consumers’ outcome confidence. Results provide some support for loss aversion (Kahneman and Tversky 1991), but no support for the competence hypothesis of Heath and Tversky (1991).