Past research on pro-environmental behaviors (PEBs) has identified several psychosocial determinants, ranging from personal values to attitudes—mostly environmental concerns—and norms. Less attention has been devoted to the role of affect and identity processes, until recently, when investigations began into the emotional connections with nature and environmental identity, i.e., one’s self-concept in relation to the natural world. Finally, research into the parent–child transmission of ecological values was recently developed. We aimed to analyze the role of the above-mentioned variables in predicting different PEBs, within a comprehensive framework. We hypothesized a chain relationship between the ecological values of parents and mothers, the ecological values of their children, environmental concerns, affect towards nature, environmental identity, and PEBs, as the final outcomes. In a cross-sectional exploratory study, an online questionnaire was administered to 175 young Italian adults. Validated scales to measure the above variables and socio-demographics were included. The results showed a different pattern of predictors for each PEB. Overall, the importance of the emotional connection with nature and environmental identity in predicting PEBs has clearly emerged. Finally, the role of intergenerational transmission of ecological values in PEBs, with differences between the influence of fathers and mothers, is outlined. The study provides a more integrative view of PEBs by considering the variety of human processes. Theoretical and practical implications of results are discussed.