The aim of this study was to investigate the extent to which the country’s societal cultural values and well-being predict school principals’ instructional leadership in different regions of Europe. The secondary data analysis using several different recourses such as the Organisation for Economic Co-operation and Development (OECD) Teaching and Learning International Survey (TALIS) 2018, the Country Comparison tool of Hofstede’s six-dimensions model, and the Eurostat database for the data on the Government expenditure on education as a percentage of gross domestic product (COFOG) 2019 was employed in this study. A sample of 22 countries of Europe was included in the final analysis. First of all, multiple linear regression models with and without controlled dummy variables for the regions of Europe were implemented in the analysis of the data. Secondly, the one-way ANOVA with post hoc Tukey’s honestly significant difference (HSD) analysis was employed. The regression analysis indicated that the country’s societal cultural dimensions have significant predictive power for principals’ instructional leadership presented in the TALIS 2018 results. The results indicated that Individualism dimensions have a positive relationship with instructional leadership. More specifically, the regression analysis with controlled dummy variables for the regions of Europe revealed that in the countries of Northern Europe, Individualism and Uncertainty Avoidance are strong significant predictors of school principals’ instructional leadership. Meanwhile, in Southern, Western, and Eastern Europe, only Individualism is a significant predictor. This study uncovered that the country’s well-being, measured by COFOG, is a strong, but negative predictor only in the countries of Northern Europe. In the countries with higher COFOG, school principals’ instructional leadership is lower. This study has added new evidence with a particular interest in the effects of contextual influence on principals’ leadership in international surveys such as the TALIS.