Background: Socio-emotional skills are critical to life outcomes such as achievement, well-being and job success. However, existing research has mostly focused on the consequences of socio-emotional skills, with less attention devoted to the role of school climate in the deployment of these skills. Aims: This study investigated the role of school climate in socio-emotional skills. More specifically, we investigated whether cooperative or competitive school climates are associated with students' socio-emotional skills. Sample: Our study utilized data from the OECD Survey on Social and Emotional Skills, collected from 10 cities across nine countries. Participants were 60,985 students, including 31,187 10-year-olds (49.70% females) and 29,798 15-year-olds (51.6% females). Methods: We conducted multilevel structural equation modelling to test whether cooperative and competitive climates were associated with socio-emotional skills. These skills include five broad domain skills and 15 more specific skills: task performance (self-control, responsibility and persistence), emotion regulation (stress resistance, emotional control and optimism), collaboration (empathy, trust and cooperation), open-mindedness (tolerance, curiosity and creativity) and engaging with others (sociability, assertiveness and energy). Results: Our findings indicated a positive relationship between a cooperative climate and socio-emotional skills. In contrast, the relationship between a competitive climate and socio-emotional skills was primarily negative. Conclusion: This study highlights the contrasting roles of cooperative and competitive climates in students' socio-emotional skills.