BackgroundResearch on the nature and prevalence of phenomena like climate anxiety (or eco-anxiety) is increasing rapidly but there is little understanding of the conditions under which climate change worry becomes more or less likely to significantly impact mental wellbeing. Here, we considered two plausible moderators of the relationship between climate change worry and mental wellbeing: neuroticism and efficacy beliefs. MethodsAnalysis was conducted with survey data gathered in six European countries in autumn 2019. Participants were recruited from universities in the participating countries using opportunity sampling. ResultsWe found that climate change worry is negatively related to mental wellbeing at any level of perceived efficacy. In contrast, climate change worry is only significantly related to mental wellbeing at low and average levels of neuroticism. High neuroticism appears to have a masking, rather than amplifying, role in the relationship between climate change worry and mental wellbeing. LimitationsThe cross-sectional design of the study precludes verification of causal relationships among variables. The brief measure of neuroticism employed also did not allow for nuanced analysis of how different facets of neuroticism contribute to the observed interaction with climate change worry. Findings cannot be indiscriminately generalised to less privileged groups facing the worst impacts of the climate crisis. ConclusionOur findings lend to a view that harmful impacts of climate change worry on mental wellbeing cannot simply be ascribed to dispositional traits like neuroticism. We advocate for interventions that tackle negative climate-related emotions as unique psychological stressors.