Abstract This paper examines how energy-saving at home relates to two of people's multiple self-identities as an environmentally friendly and a frugal person. It also investigates whether the impact of these self-identities on energy saving at home is shared or different across countries in Europe. Data comes from a survey of a representative sample of adults from 10 European countries (N ≈ 320 from each country). Energy saving was measured with five items representing the array of energy-saving tips that European households are offered in campaign material and on websites. Psychological constructs were also measured with multiple items taken or adapted from previous research. The multiple-item measurement instruments possess acceptable construct and discriminant validity as well as partial metric invariance across the 10 countries, which is sufficient for the country comparisons. Structural equation modelling reveals that (a) both environmental and frugal self-identities are strongly linked to attitudes towards energy saving, but (b) more weakly related to behaviour, and (c) the latter effect is completely mediated through the attitude in most countries and partly mediated in the remaining countries. Implications for the understanding of energy-saving behaviour and policies are discussed.