As at any national park, petty theft sometimes occurs, typically involving removal of things from cars. (Lock yours.) However, this is usually a non-problem at Bandelier and nothing to worry excessively about. Some visitors are scared of wildlife encounters (rattlesnakes, black bear), but these too are generally non-problems, although the backcountry hiker should be attentive, particularly at dawn and dusk, and the usual advice "don't feed the wildlife" is as valid here as anywhere. The main safety issues in the monument have to do with terrain and weather.

Bandelier is at a comparatively high elevation, ranging from about 5600' (1700 meters) at the Rio Grande up to over 8000' (2400 meters) in the mountains. The upper reaches of the park are high enough that un-acclimated visitors can suffer from altitude sickness, and the visitor from sea level may feel some shortness of breath and dizziness anywhere in the park. The wise backpacker (or at least the one with some time) will spend a day or two getting acclimated to the altitude before venturing into the backcountry. Altitude fatigue further combines with steep, sometimes vertical or overhanging, canyon walls to create danger from exposure. People have died in the Bandelier backcountry from simply falling off a cliff. The "Stay on the Trails" signs are there for a reason; the trails are well planned and constructed, and by staying on them you will minimize exposure hazard. If you simply must get off-trail and go cross-country, know what you're doing (and don't do it in Frijoles Canyon, where it is illegal, at least in some areas). The rock of the canyon walls is composed mainly of soft, friable tuff and is not suitable for rock climbing or scrambling; going off-trail to get up or down a canyon wall is a particularly bad idea.

As for weather, Bandelier is in semi-arid country and is prone to rapid and sometimes extreme variations in temperature and precipitation. By far the most common "injury" among visitors is simple sunburn; make sure to use sunscreen and wear a hat. If venturing into the backcountry, carry more water than you think you'll need, as you will lose body water rapidly and water sources in the canyons are unreliable (and may be contaminated with Giardia parasites). The other main hazard from weather is thunderstorms, common during "monsoon" season, usually from about mid-July through Labor Day. Unlike the narrower "slot canyons" of Utah and Arizona, the Bandelier canyons are generally not susceptible to flash floods, although caution is still a good idea when there are storms over the mountains. (There are exceptions: for example, a narrow and scenic section of Frijoles Canyon upstream of Ceremonial Cave should be hiked only with great caution when flooding appears possible.) A greater thunderstorm hazard is lightning. The mesa tops are exposed, with mainly scrub forest not much taller than you are and few places to hide. Early starts to a hiking day are a good idea, as lightning usually does not become active until mid-afternoon. If you're caught in a lightning storm, do not take shelter under a tree, unless you happen to be close to one of the rare thick stands of Ponderosa pines on mesa tops or at the higher elevations; instead, head for a topographic low (avoid canyon rims) and stay there until the storm passes, which usually only takes a few minutes. It is better to see a storm coming and prolong one's stay in a canyon bottom (assuming it's not so narrow as to pose a flash-flood hazard) until it passes, than to have to sprint for the canyon if the storm catches you on the mesa top.

Winter weather in Bandelier is commonly delightful in the lower reaches of the park; daytime temperatures are usually in the 40s (Fahrenheit) and sunny days far outnumber cloudy or snowy ones. However, the winter camper should be prepared for night-time lows as cold as -10 F (-23 C), although lows of +10 F (-11 C) are more typical, at least at lower elevations. Night-time temperatures usually drop rapidly in the few days following a snowstorm; be prepared. Note that sunburn can easily occur in the winter owing to the altitude, so sun-screen up if you're going to be out for a while, even in December.

One other caution: bubonic plague is endemic in northern New Mexico, and its main animal reservoir is among the rodents that are plentiful in Bandelier. If you see a small animal that appears to be distressed or dead, leave it alone; buzzards are immune to plague, you are not.