It found countries with higher levels of CO2 emissions corresponded with nations with higher rates of climate change scepticism.
According to data compiled by the US Department of Energy, New Zealand was ranked 50 out of 214 nations for CO2 emissions per capita, with each Kiwi creating about 7.8 tonnes each year.
Scepticism also increased a country's vulnerability to the effects of climate change, the study said.
It found that men, political conservatives and people with low environmental concern were most likely to be sceptics.
Contrary to the authors' expectations, education level and age were not found to be relevant predictors of scepticism.
The study supported earlier Canadian research that found that "those who value the free market system over environmental quality tend to believe that global climate change is not occurring, that the causes of global climate change are more natural than human caused and that its consequences will not be negative".
Despite overwhelming scientific evidence that climate change was real, scepticism may even be on the rise, the authors of the University of Tasmania study said.
One outspoken Kiwi climate change sceptic, Herald on Sunday columnist and former Act Party leader Rodney Hide, said the results showed that New Zealand was "saner than most of the world".
"[The results] suggests to me that New Zealanders are more resistant to propaganda than I would have otherwise believed."
He was concerned about the environment, saying "that's the essence of being a Kiwi, but I'm also concerned about the economy and I've never understood why we should bomb the economy back to cavemen times because of some computer model."
Green Party co-leader James Shaw said some people didn't want to believe in climate change because of the effects they thought doing so would have on their lifestyle.
"That's the cognitive bias we've got which is to say, 'Well if I was to admit this thing was true I might need to give up driving my SUV'."
To increase climate change awareness the Greens wanted to highlight the opportunities that moving to a low-carbon future would create.
"There's a hard core that will just absolutely refuse to believe the science for whatever reason. But then there's a group of people who are sceptical but persuadable," he said.
The study's release comes in a week when four Greenpeace protesters were arrested after scaling Parliament's roof and holing up for 10 hours to protest what they claimed was the Government's lack of action on climate change.
It also coincides with one of the coldest weeks in New Zealand's history, with parts of the South Island reaching a bone-chilling -20°C.
• Read also: Editorial: NZ should be doing its bit for the climate