Jeter is in Davos, Switzerland, to attend the forum with Pepsi, The Columbus (Ohio) Dispatch reported.
"It's just something that's gotten so much attention," Jeter said of climate change. "Regardless of how you feel about it, it's something that needs to be addressed because we're seeing more and more natural disasters each year, it seems like. Something has to be causing it."
Jeter is among other celebrities at the forum, including actress Charlize Theron. Most other attendees are global political and business leaders.
Jeter said "it's an honor" to attend the forum, calling it "the biggest business conference in the world."