Global climate change presents a profound threat to the survival and continued development of humanity. The present study featured a survey of 3005 adolescents in China on 13 December 2021, aiming to determine whether climate change beliefs (including recognition of the existence of climate change, cognition of the causes of climate change, and climate change risk perception) influence their engagement in energy-conservation behaviors. Concurrently, the psychological mechanism underlying the influence of environmental concerns on the above relationship was also tested. The results showed that, among youths, climate change belief positively predicts engagement in energy-conservation behaviors. Specifically, awareness of the existence of climate change, knowledge of the causes of climate change, and climate change risk perception all positively predict engagement in energy-conservation behaviors. Further, environmental concerns were found to play a mediating role in the relationship between climate change beliefs and energy-conservation actions. From a practical perspective, the government and education departments should guide young people to develop accurate perceptions of climate change, and should raise their awareness of energy conservation and social responsibility, which should lead to their development of energy-conservation habits.