Behavioural problems are leading welfare issues in domestic dogs. In particular, anxiety-related behavioural problems, such as fearfulness and noise sensitivity are highly prevalent conditions that cause distress to fearful dogs. To better understand the environmental factors associated with non-social fear, including noise sensitivity, fear of novel situations, and fear of surfaces and heights, a large online survey including data on 13,700 Finnish pet dogs was performed by the dog owners. After fulfilling inclusion criteria, this data consisted of 9,613 dogs with fear of fireworks, 9,513 dogs with fear of thunder, 6,945 dogs with fear of novel situations, and 2,932 dogs with fear of surfaces and heights. Logistic regression analyses revealed that dogs with frequent non-social fear had experienced less socialisation during puppyhood, were more often neutered, had inexperienced owners, lived without conspecifics, participated less frequently in activities or training, and lived in more urban environments. In addition, we identified several breed differences, and a tendency of more common non-social fear in small dog breeds, which suggests a genetic background. Non-social fearfulness has a negative effect on well-being of the dogs. Our findings suggest that the socialisation and the living environment and the value of other dogs’ company and owner interaction via activities and training may improve the well-being of the dogs.