A major underlying assumption of positive psychology is that we can influence our well-being through our own behavior. It remains an open question as to whether the general public shares this perception, and how this is related to their actual level of well-being. Do they feel a sense of control over their well-being or do they see it more as subject to external influences? There is currently no defined scientific construct to describe this phenomenon. Therefore, the aim of the present research was to define a concept of a locus of control specific to well-being (WB-LOC) and develop a multidimensional scale with which to measure it (WB-LOC12). To examine the psychometric properties of the WB-LOC scale, we conducted three studies with the following analyses: an exploratory analysis in Study 1 (n = 349), a confirmatory analysis with validity and reliability evaluations in Study 2 (n = 341), and a third study (n = 586), in which we translated the scale from French into English and evaluated the factorial structure and internal consistency in diverse cultural samples. Results indicated a solid reliability and validity. Moreover, exploratory and confirmatory analyses supported the three-factor structure in both the French and English versions. In conclusion, the WB-LOC12 scale shows robust psychometric properties and can be used in further research.