This paper reports the results of a study that investigates the causal interactions among the entities energy consumption, democracy, income, and CO₂ emissions in Bangladesh. Bootstrapping causality and time–frequency domain causality methods were adopted to examine the causal co-movements between the variables, using data series for a period of more than four decades. Results show that time-scale behavior plays an important role. Democracy is an important factor for emissions and national income. The nexus of democracy and CO₂ emission is bidirectional. The impact of democracy on CO₂ is stronger than vice versa. This study provides new insights for policymakers: democratic practices play an important role in implementing climate change policies, at least in the case of Bangladesh.