There are several studies dealing with students' conceptions on climate change, but most of them refer to understanding before instruction. In contrast, this study investigates students' conceptions and describes the levels of sophistication of their mental models on climate change and the greenhouse effect. The participants were 40 secondary students (grade 7) in Spain. As a method of data collection, a questionnaire was designed with open-ended questions focusing on the mechanism, causes, and actions that could be useful in reducing climate change. Students completed the same questionnaire before and after instruction. The students' conceptions and mental models were identified by an inductive and iterative analysis of the participants' explanations. With regard to the students' conceptions, the results show that they usually link climate change to an increase in temperature, and they tend to mention, even after instruction, generic actions to mitigate climate change, such as not polluting. With regard to the students' mental models, the results show an evolution of models with little consistency and coherence, such as the models on level 1, towards higher levels of sophistication. The paper concludes with educational implications proposed for solving learning difficulties regarding the greenhouse effect and climate change.