We investigated the dynamic relationships between children's risky play attempts in a naturalistic setting, their injury experience, and their self-control ability. To test this, we administered surveys to 862 mothers of 3- to 5-year-olds. The results showed that children who tried more diverse types of risky play experienced more injuries in naturalistic settings than those who tried fewer types of risky play. Children with a high level of self-control experienced fewer injuries than those with a low level of self-control. Also, children who frequently played in naturalistic settings demonstrated higher self-control. We conclude that when children play in naturalistic settings, those who enjoy trying various types of risky play may be exposed to more danger than those who do not. However, in the long term, children's experience playing in naturalistic settings can enhance their self-control ability, which mitigates the chance of them getting injured.