Using the European Social Survey (2002–2014, 16 countries, N = 146,579), I examine whether significant associations between self-reported subjective well-being (SWB) and thirteen individual-level socioeconomic characteristics still hold in specific population sub-groups. The determinants are age, gender, children at home, education, work status, religiosity, political orientation, trust towards the parliament and the legal system, meeting friends, marital status, health and finances. Based on each characteristic’s values, I divide the sample into sub-groups and run separate regressions. Compared to regressions using the whole sample, only six of the aforementioned characteristics maintain the same association with SWB. For age, gender, children at home, education, religiosity and trust the previous associations with SWB now disappear. These results contradict prior theoretical and empirical findings.