Climate change is one of the primary environmental problems broadly discussed in the Paris Agreement. In the literature, authors mainly focused on the changes in climate change concern. However, it is more important to answer whether the changes in concerns and responsibilities affect climate-friendly behaviour. Therefore, this study’s objective was to analyse the changes in climate change concern, personal responsibility, and climate-friendly behaviour in EU-28 from 2015 (the launch of the Paris Agreement) to 2019 and evaluate how these changes contributed to separate actions. The changes in climate change concern and personal responsibility were statistically significant (F value). During the analysed period, the purchase of energy-efficient appliances increased the most. Meanwhile, the usage of environmentally friendly transport alternatives decreased. The determinants of changes in climate-friendly behaviour were identified using the multiple linear regression model. Results showed that changes in climate change concern significantly and positively affected waste management and choice of energy supplier which offers a greater share of energy from renewable sources and purchased of low-energy homes. Meanwhile, personal responsibility significantly and positively influenced switching energy suppliers but had a negative effect on home insulation. Furthermore, residents who performed high-cost behaviours (purchase of low-energy homes) also switched energy suppliers and insulated their homes. Therefore, the results indicated that the benefit and cost of behaviour (time, money) are very important aspects to promote climate-friendly behaviour. This study suggested that policymakers should raise public awareness about climate change and take all efforts to reduce the cost of high-cost behaviours and enable the possibilities to perform climate-friendly behaviour.