This paper aims to examine the effects of economic policy uncertainty (measured by the World Uncertainty Index—WUI) on the level of CO₂ emissions in the United States for the period from 1960 to 2016. For this purpose, we consider the unit root test with structural breaks and the autoregressive-distributed lag (ARDL) model. We find that the per capita income promotes CO₂ emissions in the long run. Similarly, the WUI measures are positively associated with CO₂ emissions in the long run. Energy prices negatively affect CO₂ emissions both in the short run and the long run. Possible implications of climate change are also discussed.