This article examines to what extent a social norm to work moderates the relationship between employment status and subjective well-being. It was expected that the detrimental impact of non-employment on subjective well-being would be larger in countries with a stronger social norm. Using a direct measure of the social norm to work and employing data from 45 European countries, this study assessed subjective well-being levels of five employment status groups for men and women separately. Results showed that subjective well-being of unemployed men and women is unaffected by the social norm to work. However, non-working disabled men are worse off in countries with a stronger norm. Living in such a country also decreases the well-being gap between employed and retired men, whereas retired women are worse off in these countries. This effect for retirees disappears when a country’s GDP is taken into account, suggesting that norms matter less than affluence.