A successful transition to a lower-emission society may require major changes in the patterns of individual behaviours. Yet, whilst awareness and concern about climate change have increased in recent years among the global population, global greenhouse gases emissions have not ceased to rise. This paper discusses potential reasons underlying the gap between individual knowledge of climate change and the actions implemented to contain greenhouse gas emissions. To investigate this phenomenon, we look at the scientific literature exploring the factors influencing pro-environmental behaviour. First, we highlight how an individual’s environmental knowledge is not only approximate but also biased by cognitive, affective, and cultural factors, influencing their appraisal of climate information and their motivation to act. Second, we discuss three major models of pro-environmental behaviour, such as the Theory of Planned Behaviour (TPB), the Norm-Activation Model (NAM), and the Value-Belief-Norm (VBN), to highlight their failure to account for automatic cognitive and affective factors influencing an individual’s ability to implement pro-environmental intentions. Then, we discuss the Comprehensive-Action-Determination Model of pro-environmental behaviour (CADM), and its efforts to overcome the limits of the previous models. Finally, we examine the dispositional traits associated with pro-environmental engagement to highlight how the relationship between dispositions and pro-environmental behaviour performance appears related to self-regulation processes, supported by executive functioning; increased self-regulation would enable alignment of pro-environmental intentions and behaviours, and anticipation of the long-term consequences of present behaviours. We conclude by calling for more research to be carried out on the effect of enhanced self-regulation, and of self-regulation training, on individual reactions to the climate crisis.