Climate change and natural phenomena significantly threaten cultural heritage globally, impacting monumental structures and archaeological sites. This study addresses the vulnerability of cultural heritage to these challenges, focusing on the Roman Bath complex in Rafina, Attica, Greece. A comprehensive approach, combining civil engineering and climatology, establishes a framework for protecting cultural heritage against natural hazards. The study begins with a risk assessment considering climate change and seismic events using the Heritage Hazard Index (HHI) methodology and DEAR-Clima web application under IPCC’s RCP 8.5 scenario. Structural analyses evaluate the site’s response to seismic events and climatic influences on materials, adhering to European and Greek regulations. Results highlight climate conditions as a greater threat than seismic events, with climatic degradation exacerbating structural vulnerability during earthquakes. The study recommends enhancing the risk assessment methodology by incorporating additional parameters related to the monument and its surroundings for a comprehensive risk evaluation. This interdisciplinary approach enhances understanding of risks and advocates for sustainable preservation of cultural heritage in response to evolving environmental challenges.