Despite widespread belief in anthropogenic climate change and high levels of concern about its consequences, behavioral changes necessary to adequately address climate change appear difficult to achieve. This concern–behavior gap is often explained by the public goods character of climate change mitigation, which is associated with a high individual incentive to take a free ride when possible. This paper examines cooperation beliefs and their impact on individuals’ energy conservation behavior. Analyzing data from the European Social Survey, it appears that cooperation beliefs are rather low in Europe and that most people do not expect others to limit their energy use to help mitigate climate change. This low trust contrasts with individuals’ reported level of energy conservation behavior and the general high level of energy conservation in most European countries. This trust gap has important implications for pro-environmental behavior as high trust in others’ pro-environmental behavior fosters individuals’ attempts to save energy.