Economic decisions frequently involve risks through multiple relevant aspects. While experiments demonstrate robust evidence for both context-dependent effects across riskless dimensions and deviations from the canonical model, Expected Utility, little is known for how these impacts work collectively. This manuscript proposes and characterizes an extension of salience theory (Bordalo et al., 2012, 2013) for the treatment of multidimensional lotteries. By implementing the elaborated model into intertermporal decisions, it rationalizes prominent Discounted Expected Utility deviations and delivers additional testable predictions. The model’s predictions are explored in three existing data sets and a novel experiment, which distinguishes multidimensional salience from competing theories. Roughly 80% of prior experimental deviations from Discounted Expected Utility are consistent with intertemporal salience, and new experimental data largely confirm the predictions of the theory.