Environmental identity refers to an individual's understanding of how their environment shapes their identity and relationships. This connection may give rise to climate change anxiety and motivate pro-environmental behavior. We examined whether environmental identity (EI) predicts climate change anxiety (CCA) and whether pro-environmental behavior (PEB) moderates their relationship using an explanatory, cross-sectional design. Seven hundred sixty-one Filipinos aged 18 to 25 completed the Revised Environmental Identity Scale, Climate Change Anxiety Scale, and Pro-Environmental Behavior Scale. Our findings revealed a significant positive relationship between environmental identity and climate change anxiety. However, moderation analysis indicated that environmental identity is only associated with climate change anxiety among participants with high pro-environmental behavior. Thus, Gen Z Filipinos who connect more with nature (high EI) experience greater anxiety (high CCA) only for those who actively engage in pro-environmental behavior (high PEB). This paper discusses the practical and theoretical implications of the findings.