Preventing Our Next Natural Disaster Act This bill modifies the pre-disaster mitigation grant program of the Federal Emergency Management Agency (FEMA). Specifically, the bill increases FEMA's set-aside for pre-disaster mitigation assistance from 6% to 15% of certain grant amounts; provides for a 2% set-aside for community planning and capacity building assistance; and authorizes FEMA to develop guidance regarding how to incorporate climate change into the National Risk Index, cost-benefit analyses, and improved codes, specifications, and standards to address natural hazards. FEMA must prioritize applicants for assistance with the highest hazard risk in coordination with FEMA's National Risk Index, environmental justice communities, and low-income communities (current law covers the latter though this bill modifies the number of individuals in such communities); provide community outreach; and establish a central federal database to consolidate funding data collected by all local, state, and federal agencies involved in post-disaster response and pre-disaster mitigation spending and categorize the data by type of project, funding source, and hazard types using a user-friendly database and interactive map.