Today, mankind is facing one of the greatest challenges detrimental to its well-being, even its survival—climate change. Given that scientists agree that climate change is caused by humans, efforts are being made to change human behavior in order to avoid any tragic consequences. Research indicates that people are more likely to practice sustainable behavior to act on climate change if they are convinced that it actually exists and that it is predominantly caused by human activity. In this context, we have tried to determine what attitudes toward climate change the citizens of Montenegro (declaratively the first ecological country in the world) have and what is their assessment of the importance of sustainable behavior in terms of limiting energy consumption. In order to answer these questions as accurately as possible, it was necessary to make a comparison with other countries where the indicated phenomenon was the subject of research. For this purpose, we used data from the last round (2021) of the European Social Survey (ESS), in which 25 countries participated. The data were obtained by means of a rigorous and standardized collection strategy, ensuring their validity and reliability. The results show significant differences between the countries of Western Europe, post-socialist countries, and Montenegro. The citizens of post-socialist countries display significantly more skepticism toward climate change than those in Western Europe. Furthermore, the citizens of Montenegro are even more skeptical than the average resident of post-socialist societies. The results also show that the attitudes of Montenegrin citizens toward climate change are influenced by some demographic and socioeconomic variables (level of education and material standard), as well as certain value patterns, which we obtained by using Schwartz’s value model.