Environmental degradation is one of the most serious issues impacting our lives and those of future generations. In this respect, several studies on pro‐environmental behaviour have investigated the attitude–behaviour relationship of consumers. This study builds on previous models and examines the influence of four relevant determinants, i.e. consumers' perceptions associated with environmental concern, ecological effect, perceived consumer effectiveness (PCE) and moral obligation on their pro‐environmental behaviour. The data were collected from consumers in Vietnam, where there are serious environmental issues. The findings suggest that all the four determinants influenced consumers' conservation behaviour, albeit each in varying strengths. The most influential determinant was PCE, followed by ecological effect, environmental concern and finally moral obligation. The findings of this study have important academic and practical implications. Government and private environmental and sustainability campaigners, especially in Vietnam, would be well advised to use these findings in developing and designing new policies and initiatives aimed at enhancing consumers' pro‐environmental behaviour. Copyright © 2016 John Wiley & Sons, Ltd.