This paper focuses on a particular form of high mobility, namely the long journeys to work generated by cross-border job market. More precisely, it studies the impact of such behaviors on well-being by analyzing the relationships between mode choice, transport-related attitudes, socio-demographic and spatial attributes, and the level of satisfaction in the context of cross-border long commutes to Luxembourg. The statistical modelling is rooted to a conceptual framework that emphasizes the mutual dependencies between attitudes, mode choice, and satisfaction. Based on a survey among long-distance commuters (N = 3093) held in 2010 and 2011, two ordered logistic regressions, one of which including latent constructs of transport-related attitudes derived from a structural equation modelling, are developed to explain satisfaction in commuting. Main findings are: (1) Travel-related attitudes influence satisfaction with travel more than socio-demographic attributes; (2) public transport users are globally more satisfied in commuting than car drivers; (3) the socioeconomic model of satisfaction is plagued by omitted variables issues; (4) the attitude model of satisfaction drops all but one socioeconomic attributes (education remains) while improving adjustment (Pseudo-R-squared = 0.57 versus 0.09; BIC = 2953 versus 6059) and avoiding omitted variables bias. The effect of attitudes and other latent constructs is of paramount importance, even concealing most socio-demographic attributes to assess satisfaction. The conclusion is devoted to a discussion on the sustainability of these cross-border long commutes from the individual, social, and environmental points of view.