Cooperation is vital for modern society. Previous studies showed that procedural fairness promotes cooperation; however, they mainly focused on cooperation intention, which may fail to reveal actual cooperative behaviour. Moreover, little is known regarding the personality boundary of the effect of procedural fairness on cooperation. Guided by previous findings that self‐esteem increases sensitivity to procedural unfairness, we attempted to explore the moderating effect of self‐esteem on the association between procedural fairness and cooperative behaviour. In Experiment 1, 160 participants’ self‐esteem was measured using the Rosenberg Self‐Esteem Scale; procedural fairness was manipulated in two conditions, depending on whether money was allocated in an economic game by rolling the dice twice or an allocator’s arbitrary choice. Cooperative behaviour was assessed using the chicken game paradigm. Experiment 2 (148 participants) aimed to replicate and extend the results of Experiment 1 using a more rigorous experimental design, in which the possible effect of outcome favourability was excluded. The results of both experiments consistently showed that procedural fairness positively predicted cooperative behaviour, and this association was significant in high‐self‐esteem individuals, but not in low‐self‐esteem individuals. These findings shed light on the vital role of self‐esteem in understanding the relationship between procedural fairness and cooperative behaviour.