This research aims to look at household responses to a tsunami warning that took place in south-east coastal areas of Bangladesh on 12 September 2007. The study was conducted in both the mainland and islands of Cox’s Bazar district. We examined the impact of the warning by measuring the effectiveness of the warning, reasons behind evacuation or failure to do so, experience of evacuating and staying in shelters, and loss in assets. We also examined whether evacuees will trust future warnings. The findings also reveal the extent to which people in the tsunami prone coastal areas have enough time to respond to a warning in the future. The findings in this study provide important information to help improve the effectiveness of tsunami warning in the future.