Weather determines a number of affective experiences in everyday life. Although affective events theory positions environmental features such as the weather as important in determining affective well‐being also at work, research in this regard has mainly focused on predictors within the person or work context. Addressing this gap, we studied how daily morning weather relates to day‐specific affective well‐being at work. Specifically, we examined vigor and job satisfaction as positive well‐being states, and negative affect and burnout as negative well‐being states. Additionally, we examined individual weather sensitivity and positive/negative affectivity as person‐level moderators of the daily weather‐well‐being relationship. Using data gathered in a diary study with 115 employees reporting on 457 workdays, we found morning weather to be related to state vigor and job satisfaction, but not to negative affect and burnout. Positive affectivity moderated the relationships between morning weather and job satisfaction as well as burnout. Weather sensitivity moderated the relationship between morning weather and vigor, while negative affectivity did not moderate any relationship between morning weather and well‐being at work. Our results contribute to the understanding of affective well‐being at work by pointing at the role environmental factors such as weather conditions can play.