The effect of national culture on country environmental performance has received attention during the past few years. However, previous studies considered a subset of cultural dimensions, focused on diverse environmental performance measures, provided contrasting results, and did not adequately investigated the mediating effects of socio‐economic variables. In this study, we investigate the impact of all cultural dimensions (power distance, individualism, masculinity, uncertainty avoidance, long‐term orientation, indulgence) on three environmental performance measures at the country level: the environmental performance index and its two main overarching objectives. Both direct and indirect effects, through three socio‐economic variables (population growth, education, income), are tested using a sample of 62 countries. Results show that the effect of cultural dimensions may vary based on the specific cultural dimension and the type of environmental performance measure considered. Masculinity and indulgence directly impact on environmental performance. Power distance has no influence on environmental performance measures. The other dimensions affect environmental performance through the mediating effect of socio‐economic variables.