The actions of others, and what others approve of, can be a powerful tool for promoting proenvironmental behavior. A potential barrier to the utility of social norms, however, are cognitive biases in how people perceive themselves and others, including the better‐than‐average effect. This effect describes the tendency for people to think they are exceptional, especially when compared with their peers. To investigate the role of the better‐than‐average effect in proenvironmental behavior, we administered questions as part of a larger online survey of 5,219 nationally representative Australians. Participants were asked to report whether they engaged in a list of 21 proenvironmental behaviors, and then asked to estimate how their engagement compared with that of the average Australian. Over half of our participants self‐enhanced; they overestimated their engagement in proenvironmental behaviors relative to others. Self‐enhancement was related to reduced perceptions of personal harm from climate change, more favorable assessments of coping ability, less guilt, and lower moral and ethical duty to take action to prevent climate change. These relationships held when participants skeptical about anthropogenic climate change were removed from analyses. We discuss the implications of the findings for the use of social norms in promoting proenvironmental behavior.