Confidence is a concept important to weather prediction, shaping how risk information is created, shared, understood, and acted upon. For forecasters in the National Weather Service (NWS) and their partners in public safety, confidence is central to their work, appearing frequently during their decision support services. While confidence has been examined in a variety of literatures, it is often addressed simplistically or as one of many variables in a study. It is rarely the object of study in and of itself, even less so in a naturalistic setting like an operational environment. To build a more robust knowledge of confidence and its many dimensions, we conducted a multi-sited ethnography of three interrelated sites central to tornado prediction and information dissemination, leading up to and during a cool season tornado event. In partnership with collaborators from the NWS and emergency management, we simultaneously deployed to a National Center, a local Weather Forecast Office, and an emergency management office. This article explicates confidence from multiple social science theories, considering the scientific, data-based roots of confidence, as well as its affective, relational, and procedural origins. Our results show that confidence emerges in varied and complex ways and at different scales. Confidence can indicate one’s assessment of evidence and agreement (or lack) of it, beliefs about partners’ future behavior based on past experiences, and ritual interactions between offices that create patterned expectations. We argue for a more robust interdisciplinary analysis of confidence given how it shapes weather-related policies and practices, technologies, and communication strategies.