The issue of cultural bias in subjective well-being data is often raised, but rarely well-documented. This paper reviews the main barriers to interpreting national differences in subjective well-being, noting the challenge of distinguishing between cultural bias (understood as measurement error) and cultural impact (where culture plays a more substantive role in shaping how people experience their lives). Several methods are then used to attempt to quantify the role of culture in subjective well-being, drawing on multiple waves of the Gallup World Poll, conducted in over 150 countries and territories. Regression analysis is used to identify country-specific fixed effects, which capture unexplained variance in subjective well-being at the country level, over and above a basic set of socio-economic and demographic controls. These country fixed effects then become the subject of three further investigations. The first examines whether survey measures of “cultural values” are able to explain the size and direction of country fixed effects; the second considers the evidence for international differences in “appraisal styles” (e.g. a more positive or negative outlook on life in general); and the third explores the “cultural transmission” of subjective well-being, focusing on the experiences of migrants to separate the effects of culture from those of broader life circumstances. The paper shows that, although life circumstances explain well the overall pattern of cross-country variation in subjective well-being, a gap is observed for some countries. Culture may account for some 20% of the country-specific unexplained variance. This combined effect of “cultural impact” and “cultural bias” is small when compared to the role of objective life circumstances in explaining subjective well-being outcomes.