Background: Climate change is seriously affecting human survival and development, and the anxiety caused by it is becoming increasingly prominent. How to alleviate people's climate change anxiety, improve the ecological environment, and promote the formation of green lifestyles among people, especially young people, is an important topic that deserves to be explored. This study examined the relationship between climate change anxiety and pro-environmental behaviors and the underlying psychological mechanism in the adolescents., Methods: This study explored the crucial role of future self-continuity (FSC) between climate change anxiety (CCA) and pro-environmental behaviors (PEB) in adolescents and examined the moderating role of green self-efficacy (GSE). In this study, a total of 1,851 middle and high school students from five schools were selected for questionnaire survey., Results: The results showed that (1) in both middle and high school grades, there was a significant negative correlation between climate change anxiety and pro-environmental behaviors; future self-continuity was significantly positively correlated with pro-environmental behaviors; green self-efficacy was negatively correlated with climate change anxiety and positively correlated with pro-environmental behaviors; (2) climate change anxiety negatively predicted pro-environmental behaviors, and compared with middle school grades, high school grade adolescents' climate change anxiety was significantly predicted pro-environmental behaviors. Future self-continuity mediated the relationship between climate change anxiety and pro-environmental behaviors in both grades. (3) green self-efficacy moderated the second half of the pathway of the mediation model only in middle grades. Specifically in middle school, future self-continuity did not significantly predict pro-environmental behaviors at low green self-efficacy level, but positively predicted pro-environmental behaviors at high green self-efficacy level. In high school, future self-continuity did not significantly predict pro-environmental behaviors in either high or low green self-efficacy level., Conclusion: This study suggests that there is a moderated mediation model between adolescents' climate change anxiety and pro-environmental behaviors, with different mediating and moderating effects among adolescents in various grades. This is of great significance in alleviating climate anxiety among adolescents and cultivating their pro-environmental behaviors., (© 2024. The Author(s).)