There are several arguments about the role of identity factors behind someone's pro-environmental behavior (PEB) encountering climate change. The authors assumed other factors might explain the correlation between identity factors and PEB. This study aims to examine the mediating effect of belief in global warming and guilty feeling on the correlation between environmental self-identity and pro-environmental behavior related to climate change issues. We conducted a cross-sectional survey involving 202 university students selected using the purposive sampling method. Using multiple mediators of model 4 from PROCESS Macro Hayes, the result shows that environmental self-identity is the most decisive variable in predicting PEB. Belief in global warming is also a significant PEB predictor, while the guilty feeling is insignificant. The mediation model analysis showed that belief in global warming partly mediated the correlation between environmental self-identity and PEB, and the guilty feeling was not a significant mediator. This finding explains that self-identity as an environmentalist is directly related to PEB, or it could also be mediated through the belief in global warming. This study implies that encouraging students to be pro-environmentalist and developing the belief in current climate change is essential to increase students' PEB. © Published under licence by IOP Publishing Ltd.