With　the　increasing　global　awareness　of　green　environmental　protection,　the　international　environmental,　social,　and　governance　(ESG)　stock　markets　are　developing　rapidly　together　with　rising　risk　linkages　across　worldwide　markets.　Therefore,　this　study　explores　the　risk　spillover　characteristics　of　international　ESG　stock　markets　in　the　time　and　frequency　domains　and　constructs　a　risk　linkage　network　to　further　explore　the　risk　contagion　mechanism.　The　results　show　that　in　most　cases,　the　developed　North　American　market　is　the　core　of　outward　risk　spillover　in　international　ESG　stock　markets.　The　entire　system　presents　a　small-world　structure,　and　the　internal　regions　display　different　risk　spillover　characteristics.　Moreover,　international　ESG　markets　generally　have　strong　time-frequency　spillover　and　medium-frequency　(a　month　to　a　year)　spillover.　In　contrast,　the　high-　(a　day　to　a　month)　and　low-frequency　(more　than　one　year)　spillovers　are　located　at　relatively　low　levels,　but　they　will　rise　significantly　under　sudden　financial　events.　The　empirical　results　expand　the　ESG　stock　market＇s　theoretical　framework　and　provide　a　reference　for　investors　and　market　regulators　to　reduce　the　investment　risk　of　ESG.