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Climate change perceptions interact with how climate change is portrayed in the news, which is now increasingly accessed via social media platforms. While their effects on climate change awareness have been documented, it is less clear to what extent news consumed via social media platforms influences perceived climate change efficacy, which refers to the belief that one is able to make a difference in the fight against climate change. Our paper investigates the relationship between internet use, news received via social media, and perceived climate change efficacy in Europe, by using multilevel regression that shows the effects on individual, national and regional level. We find that there are modest differences between perceived climate change efficacy within our European sample and that on aggregated, national level Facebook negatively correlates with perceived climate change efficacy. Furthermore, regions with high participation in social media, show lower perceived climate change efficacy. Our multi-level research design thus puts new insights into the spatial manifestation of climate change opinions in the context of a digital geography interested in exploring differences in the effects of digital media uses.