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An important part of current research regarding online risks is aimed at analysing cyber aggression according to its frequency and type. By contrast, there is less scientific knowledge available on risk perception, the analysis of its components, and the measurement and impact on the behaviour of minors on the Internet. Therefore, the main objective of this study is to establish a classification of minors based on their perception of risk, digital consumption habits, family and/or educational protection factors, and the flow of communication. A structured questionnaire was used from a sample of 865 minors aged 10 to 17 from the Autonomous Region of Madrid. Data were processed using SPSS 15.0 and SPAD 5.0. After a factor and classification analysis was conducted, seven different groups were obtained. The predominant profile, in 42% of the cases, is that of a ‘prudent person’, characterized by a high perception of risk, not spending an excessive amount of time on the Internet, avoiding unsafe behaviour, talking with parents about online difficulties, receiving advice, and having clear rules on Internet use. The perception of risk is shown as a relevant construct in relation to other indicators such as child-rearing techniques used by parents, the time children spend on Internet, dependency on the device, and the type of digital behavior involved.