The study of beliefs and environmental behavior is of special interest, given the implications of climate change as a social phenomenon and the disagreements about what is socially believed about this phenomenon. This research was aimed at determining the associations between environmental beliefs and sustainable behavior in a group of inhabitants of southern Colombia. The methodology was exploratory and cross-sectional, with descriptive and correlational analyses. The sample was made up of 368 people from two regions in southern Colombia (57.5% female and 42.5% male); their ages ranged between 18 and 69 years (X = 19.36; SD = 8.59). Information was collected with questionnaires that measured climate change risk perception, environmental beliefs, and sustainable behavior. The results show higher scores for equitable behavior and environmental beliefs. Environmental beliefs—egobiocentrism—and risk perception of climate change predict both sustainable and pro-ecological behavior, as well as altruistic, frugal, and equitable behavior. It is concluded that the presence of environmental beliefs, along with information regarding a sense of environmental deterioration, climate change and the consequences for the future, can predict the implementation of actions for sustainable development.