Geomagnetic disturbances (GMDs), a result of space weather, pose a severe risk to electric grids. When GMDs occur, they can cause geomagnetically-induced currents (GICs), which saturate transformers, induce hot-spot heating, and increase reactive power losses in the transmission grid. Furthermore, uncertainty in the magnitude and orientation of the geo-electric field, and insufficient historical data make the problem of mitigating the effects of uncertain GMDs challenging. In this paper, we propose a novel distributionally robust optimization (DRO) approach that models uncertain GMDs and mitigates the effects of GICs on electric grids. This is achieved via a set of mitigation actions (e.g., line switching, locating blocking devices, generator re-dispatch and load shedding), prior to the GMD event, such that the worst-case expectation of the system cost is minimized. To this end, we develop a column-and-constraint generation algorithm that solves a sequence of mixed-integer second-order conic programs to handle the underlying convex support set of the uncertain GMDs. Also, we present a monolithic exact reformulation of our DRO model when the underlying support set can be approximated by a polytope with three extreme points. Numerical experiments on ‘epri-21’ system show the efficacy of the proposed algorithms and the exact reformulation of our DRO model.