Scientists and policy makers more often point out that pro-environmental attitudes and behaviour are related to subjective well-being, but there is a lack of deep scientific insights, as well as possible measure analysis, which would promote pro-environmental behaviour but, at the same time, lead to higher subjective well-being. The aim of this study is to investigate the relationship between pro-environmental attitudes, concerns about climate change, and subjective well-being in Central and Eastern European countries. This study employs descriptive statistics and multiple regression analysis to identify subjective well-being predictors in the case of Central and Eastern European countries. This study uses data from European Social Survey (ESS) rounds 4–10, and includes questions on pro-environmental attitudes, climate change cognition, orientation towards materialistic values, and households’ total net income. The conducted research revealed that pro-environmental attitudes were related to higher levels of subjective well-being in different ESS rounds in many Central and Eastern European countries. In addition, there is some evidence that the relationship between pro-environmental attitudes and subjective well-being is weaker among individuals who are more oriented towards materialistic values. According to the results of this study, policy makers should develop policies that not only address environmental problems but also contribute to subjective well-being.