The main objective of this paper is to assess pro-environmental behavior, climate change perception, anxiety, hope and despair in different political orientations. Specific aims included to validate all the instruments; to assess whether the factor structure of the scales were valid across political orientations; to evaluate their reliability; to assess differences concerning age, gender and political orientation; to know the variables that explain pro-environment behavior; and to evaluate the moderating role of climate change perception, despair and hope in the relationship between climate change anxiety and pro-environmental behavior. Confirmatory factor analysis (CFAs), multi-group CFAs (to measurement invariance), multiple linear regressions and moderations were performed. Results showed that pro-environment behavior and climate change hope achieved the four levels of invariance across different political orientations; climate change anxiety achieved the three first levels of invariance; climate change perception and climate change despair achieved configural invariance. Climate change anxiety personal experience, climate change perception total, reality and consequences present higher values in left political orientation that in right or center. Climate change anxiety variables contribute most to explaining pro-environmental behaviors. Hope, despair and climate change perception consequences moderate de relationship between climate change anxiety and pro-environment behavior. These results open up new avenues of investigation, namely, to understand why high levels of anxiety lead to more pro-environment al behaviors.