Climate change worry, eco-anxiety, and ecological grief are concepts that have emerged in the media, public discourse, and research in recent years. However, there is not much literature examining and summarizing the ways in which these emotions are expressed, to what processes they are related, and how they are distributed. This narrative review aims to ( a) summarize research about the relationships between, on the one hand, negative emotions in relation to climate change and other environmental problems and, on the other hand, mental well-being among people in different parts of the world and ( b) examine studies that have explored the potentially constructive role of worry—for example, in the form of providing motivation to act. It is clear from this review that negative emotions regarding environmental problems are normal, and often constructive, responses. Yet, given the nature, range, and extent of these emotions, it is important to identify diverse place-based and culturally relevant strategies to help people cope. Expected final online publication date for the Annual Review of Environment and Resources, Volume 46 is October 2021. Please see http://www.annualreviews.org/page/journal/pubdates for revised estimates.