This paper examines to what extent individual measures of well‐being are correlated with daily weather patterns in the United Kingdom. Merging daily weather data into the British Household Panel Survey allows us to test whether measures of self‐reported well‐being are correlated with temperature, sunshine, rainfall and wind speed. We are able to make a strong case for causality due to ‘randomness’ of weather in addition to using methods that eliminate time‐invariant individual‐level heterogeneity. Results suggest that the effect of daily weather on measures of subjective well‐being is negligible; although there is some evidence that sunshine affects job satisfaction negatively.