Although extensive research has been conducted on promoting pro-environmental behaviors among consumers, little is known about whether and how negative anthropomorphic message framing (NAMF) and nostalgia affect pro-environmental behavior. To provide a framework for explaining pro-environmental behavior, this study integrates protection motivation theory, the stimulus-organism-response model, and message framing. To create the model of the influences on pro-environmental behavior, NAMF was employed as the external stimulus; the sense of environmental responsibility, environmental empathy, perceived threat, and perceived vulnerability as the psychological and cognitive response factors; pro-environmental behavior as the final decision of consumers; and nostalgia as the moderating variable. An online questionnaire was distributed and 380 usable questionnaires were collected using convenience sampling and analyzed using two complementary approaches: partial least squares structural equation modeling (PLS-SEM) and necessary condition analysis (NCA). PLS-SEM results showed that pro-environmental behavior was significantly affected by NAMF (β = 0.313, t-value = 5.583), environmental responsibility (β = 0.207, t-value = 3.994), and perceived threats (β = 0.252, t-value = 4.889). Meanwhile, an increase in nostalgia increased the effect of NAMF and environmental responsibility on pro-environmental behavior. The NCA results revealed that NAMF (d = 0.108, p < 0.001) and perceived threat (d = 0.209, p < 0.001) were key factors of pro-environmental behavior. In addition, for high level of pro-environmental behavior (>80%), NAMF (12.1%) and perceived threat (39.6%) are required. Finally, we offer several suggestions based on the results of our empirical research. For example, marketing and service offerings should be tailored to the needs of masses with different nostalgic tendencies to enhance their pro-environmental behaviors.