This study investigates the impact of climate anxiety on young adults’ consumer and social behaviour. Data were collected via a questionnaire survey among 696 university students from Széchenyi István University, Budapest Metropolitan University, and Neumann János University. The survey focused on various aspects of climate anxiety, including its frequency, intensity, perceived life impact, emotional responses, and management strategies. The analysis, supported by AI tools, identified two distinct clusters: one with moderate anxiety levels and a strong interest in learning about climate change, and another with higher anxiety levels but less desire for further information. Various statistical models, including Naive Bayes, logistic regression, and random forests, were employed to identify behavioural patterns, with decision trees showing the lowest classification error. The study highlights the significant influence of climate anxiety on the shift towards sustainable consumption and active engagement in climate action. Recommendations for future research include the broader application of deep learning models and extending the study to other demographic groups. Longitudinal data collection is also suggested to track long-term trends and inform effective public policy and communication strategies. The findings emphasise the need for comprehensive approaches to understanding and addressing climate anxiety’s societal impacts.