Are young people more likely to blame themselves than the system for their being unemployed in times of neoliberalism characterized by an emphasis on self-responsibility? And if so, how does that affect their sense of well-being, given that this is known to deteriorate for people when they become unemployed? Inspired by attributional theory we have utilized a mixed-methods approach customized to exploring the attributions of young unemployed people in the Danish welfare state. Based on a quantitative on-line survey (N = 357) we construct and compare scales for self-blame and system-blame and triangulate these findings with analyses from qualitative in-depth interviews with young unemployed people (N = 33). We find that attributing unemployment is under a neoliberal pressure, intensifying internal attributions, contextualized here as self-blame. However, this is not the whole story. Young unemployed people also attribute unemployment to external factors. They also blame the system and criticise governmental laws and rules. Our survey data show that self-blame is negatively associated with subjective well-being more strongly than is system-blame. We discuss the merits of employing a mixed-methods approach to break new ground on how to study attributions in times of neoliberalism, advocating a more culturally sensitive approach that does not reduce attributions to the sheer person-situation dichotomy estranged to everyday life reasoning. We do so by exploring the accounts and attributional patterns among those experiencing unemployment themselves.