In recent years, there has been a marked increase in interest in environmental, social, and governance (ESG) issues among companies and investors. This growing focus necessitates a more comprehensive examination of the socio-cognitive and psychological factors that can enhance support for these social and organizational policies. This study aims to address the current gap in the literature regarding individual-level antecedents of support for ESG investments. Specifically, it seeks to explore the relationship between moral frameworks and socially responsible investments (SRI), concentrating on the dichotomy between moral relativism and moral absolutism. Different perceptions of moral norms—whether seen as universal or context-dependent—may influence investors' attitudes toward ESG policies, especially when these policies involve a trade-off with lower financial returns. An exploratory correlational study provides initial evidence suggesting a link between moral absolutism and the valuation of ESG factors. Moral relativists (compared to absolutists) were less likely to make socially responsible investments, independent of how much they valued ESG policies. Understanding this topic has significant theoretical and practical implications. Theoretically, it advances knowledge of human morality, behaviour in ethical dilemmas, and the micro-foundations of ESG and corporate social responsibility (CSR). Practically, it promotes the integration of ESG factors and informs policy recommendations at both organizational and public levels.