We investigated critical beliefs to target in interventions aimed at improving sun-protective behaviours of Australian adults, a population at risk for skin cancer. Participants (N = 816) completed a Theory of Planned Behaviour belief-based questionnaire and a 1-week follow-up of sun-protective behaviour. A range of behavioural, normative and control beliefs correlated with sun-protective behaviour, with no and only minimal differences observed in correlations between beliefs and behaviour by gender and age, respectively. A range of key beliefs made independent contributions to behaviour; however, the behavioural belief about being less likely to tan (β = 0.09); normative belief about friends (β = 0.20); and control beliefs about forgetfulness (β = −0.14), inconvenience (β = −0.17), knowing I will be in the sun for a long time (β = 0.16) and more fashionable sun-protective clothing (β = 0.13) were significant critical beliefs guiding people’s sun-protective behaviour. Our study fills a gap in the literature by investigating an at-risk population for skin cancer and using an established theoretical framework to identify critical beliefs that guide Australian adults’ decisions to sun protect. Attention to these critical beliefs will assist health campaigns and interventions aimed at combating the increasing rates of skin cancer for adults.