During this talk I will present a series of studies designed to explore the effects of threat on cognition and emotion in complex environments. Some of these studies examine real world experience, including phenomenological analyses of life-threatening events and longitudinal studies on military leadership training programmes. Other studies involve lab-based experiments in which we use virtual reality and computational modelling to understand the cognitive underpinnings of complex decision-making under threat. Together this body of work sheds light on how dangerous environments change the way we cope with complexity and suggests ways in which training can prepare us to do so.