Introduction and objective: The construct of climate anxiety has emerged in response to ongoing climate change. It refers to an emotional reaction to a directly experienced or perceived threat from climate change, which can be considered an adaptive mechanism. Factors underlying the severity of perceived climate anxiety include, among others, individual resources, with psychological resilience recognised as a key component in climate change adaptation. At the same time, proenvironmental behaviour, which in its definition focuses on environmental well-being, can be related to global climate change and its impacts. The aim of this study was to explore the mediating role of pro-ecological behaviour between climate anxiety and psychological resilience. Materials and methods: The study was conducted online and utilised three questionnaires among 431 participants. The questionnaires used in the study were: the Polish adaptation of the Climate Anxiety Scale, the KOP-26 Resilience Measure Questionnaire, and a self-report questionnaire on pro-environmental behaviour. Results: The analysis confirmed the hypothesis, revealing a significant mediating effect of pro-ecological behaviour between climate anxiety and psychological resilience. The results indicate a negative direct correlation between climate anxiety and psychological resilience. Conclusions: Psychological well-being, in the context of progressing climate change, needs to be addressed. Maintaining a high level of psychological resilience appears crucial in these circumstances, with pro-ecological behaviour enhancing well-being when incorporated into daily life. That suggests that pro-ecological behaviour may serve as an effective coping mechanism in the face of climate change.