This article claims to empirically identify the main determinants that explain why households live and continue to live near mining and industrial hazardous wastes. Representative household survey were implemented in three European over-polluted sites at the end of 2018 and beginning of 2019: Viviez in France (an ex-mining site rehabilitated in chemical complex), the Sierra Minera of Cartagena in Spain (combining an ex-mining site and an active petro-chemical complex); Estarrega in Portugal (an active petro-chemical complex). For each area, we also collected data from households living in neighboring, but cleaner, areas in order to compare over-polluted areas to lower-polluted reference points. Based on this comparative dataset, we employ multivariate binomial regressions and instrumental variables strategy (based on anthropometric indicators) to estimate the impacts of socioeconomic factors on the probability of living in an over-polluted areas against in cleaner areas. Then, using interaction terms, we analyze the factors that determine the intention to move out in the next 5 years against the choice to stay. Our results suggest that the probability of living near over-polluted sites is strongly guided by socioeconomic factors. Indeed, ceteris paribus, a 10% decrease in owned assets, educated members and incomes increases by about 12.5, 9 and 9.3 percentage points the risk of living in over-polluted areas, respectively. Although education factor remains an important causal predictor of the intention to move out over-polluted areas, household economic factors (i.e. incomes and wealth) do not infer the move-out intention. Even if residents seem correctly aware about pollution exposure and related health risks, they often choose to stay in over-polluted areas for demographic (aging) and emotional reasons (attachment to place). These results have important involvements in terms of public policy.