This study investigated the relationship between sun protective behaviours and three psychological variables influencing health behaviour: decisional balance, optimism bias, and the transtheoretical model of behaviour change. Two hundred participants completed the ‘Readiness to Alter Sun Protective Behaviour’ questionnaire, and a short questionnaire investigating optimism bias, decisional balance, attitudes, and experiences of sun protection and skin cancer. Participants were evenly distributed between the precontemplation, contemplation, and action stages. Participants in the action stage were significantly more likely to endorse the perceived advantages associated with sun protective behaviour than participants in the precontemplation and contemplation stages. They also reported sunbathing significantly less—and being more concerned about contracting skin cancer—than participants in the earlier stages. Decisional balance and optimism bias scores varied systematically across the stages of change; however, decisional balance was the only significant psychological predictor of sun protective behaviours. Optimism bias was greatest in the precontemplation stage, whereas the action stage was characterised by more positive attitudes to sun protection. This suggests that knowledge of the real risks of skin cancer might be a precursor to behaviour change, but only a change in attitudes results in a move to the action stage and measurable behaviour change.