Extensive research efforts have been devoted to understanding the nature of Conscientiousness, the only Big Five personality trait that has been robustly linked to professional achievement and longevity. We proposed that Conscientiousness is associated with Personal Belief in a Just World (PBJW), that is, the extent to which an individual believes that her or his efforts will be rewarded. To investigate this proposition, we undertook a meta‐analysis synthesizing past findings regarding the relationship between PBJW and Conscientiousness; we confirmed a positive relationship between the two constructs (r = .16) based on 17 samples and 5,810 individuals. We further proposed a theoretical framework linking PBJW to specific facets of Conscientiousness. A survey of a representative sample of the US population (n = 311) confirmed that PBJW is positively correlated with the specific facets of Self‐efficacy, Achievement‐striving, and Self‐discipline. Internal Locus of Control mediated these associations, elucidating the underlying processes linking PBJW and Conscientiousness.