This paper presents the examination of a values–beliefs–norms (VBN) model, modified by climate change risk perception, in France, Germany, and Spain, to investigate consumers’ intentions to purchase personal and house care products that are going to contain innovative ingredients made from recycled CO2. Electronic interviews were undertaken by a research agency on stratified (gender and age) samples in each country. Solely biospheric values indicated a statistically significant and positive causal relationship with risk perception. Risk perception provided the strongest of all impacts on awareness of consequences. Awareness of consequences affected the ascription of responsibility, and ascription of responsibility affected personal norms, which in turn generated consumption intentions. VBN was found powerful in explaining 58%, 60.2%, and 43.3% of the variance in intentions to buy CPGs with green chemical ingredients in French, German, and Spanish consumers, respectively. Moderation analysis indicated that the relationship between personal norms and consumption intentions is stronger in France and Germany than in Spain. Theoretical and practical implications are provided.