The aim of this paper is to study whether there is a change in the association between employment conditions and European employees' well-being at three different time points (the years 2005, 2010 and 2015), characterized by different socio-economic contexts. We based our study on the European Working Conditions Survey. Logistic regressions were performed by adjusting for gender, age, level of education, seniority, occupation, establishment size, activity sector and economic activity. Adjusted odds ratios (ORadj) and 95% confidence intervals (95% CI) are reported. In general, the association between employment conditions (type of employment contract, supervising, weekly working hours, long working hours, other paid jobs, working at weekends or doing shifts) and well-being indicators (anxiety, fatigue and dissatisfaction) seemed to continue being harmful, or had even changed for the worse since 2005. The paper briefly discusses the possible reasons for this situation and calls for future research on the relation between well-being and irregular type of contracts, self-employment, supervising others or hours worked per week. Some implications in public health policies are also discussed.