The investigation of the relationship between pro-environmental behaviour and the determinants of natural environment sustainability is increasing; however, the heterogeneous effects of these determinants remain unclear. Based on large-scale original cross-sectional data (100,804 observations) from 37 countries, this study investigated the average and heterogeneous effects of socioeconomic, demographic, subjective, and psychological well-being characteristics on individuals’ pro-environmental behaviour using quantile regression. The results confirmed that, on average, a positive association existed between subjective well-being, knowledge of environmental issues, educational attainment, life satisfaction, mental health, positive emotions, and pro-environmental behaviour engagement. Importantly, heterogeneous effects were confirmed in the majority of determinants, including knowledge of environmental issues, education, number of children, life satisfaction, income, negative and positive emotions, and mental health. Given the heterogeneous effect of the determinants, the results suggest that overall better characteristics, including knowledge level, educational attainment, well-being, and family structure, are associated with better pro-environmental behaviour engagement among individuals, contributing to creating an eco-surplus society.
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