This study examined differences regarding climate change pro-environmental behaviors (PEBs), comparing between individuals with chronic diseases and those without. A cross-sectional survey was conducted among 402 adults, of whom 25% had a chronic disease. Participants completed measures for PEBs, climate change exposure (i.e., exposure to its effects), climate change risk appraisal, environmental self-efficacy, collective efficacy, and sociodemographic variables. Results revealed a significant difference between participants with and without chronic diseases in climate change risk appraisal. Having a chronic disease was associated with higher climate change risk appraisal (β = 0.16, p < 0.001), which in turn was associated with higher collective efficacy (β = 0.29, p < 0.001). The latter was associated with more PEBs (β = 0.10, p = 0.049). Furthermore, higher climate change exposure was associated with higher climate change risk appraisal (β = 0.49, p < 0.001), which in turn was associated with collective efficacy (β = 0.29, p < 0.001). The latter was associated with more PEBs (β = 0.10, p = 0.049). In addition, higher climate change exposure was directly associated with both self-efficacy (β = 0.33, p < 0.001) and collective efficacy (β = 0.10, p = 0.049), which in turn were associated with more PEBs (β = 0.28, p < 0.001 and β = 0.10, p = 0.049, respectively). This study highlights the need to provide efficacy-enhancing information in climate change messaging for PEBs in general. A threat component in environment-relevant messages for people with chronic diseases, specifically, should also be adopted.