This study examined 3 predictors (self-esteem, perceived control, and optimism) and 3 outcomes (short-term mental health, reemployment, and long-term mental health) of coping behavior among unemployed individuals in a longitudinal context. The predictors and outcomes had differential relationships with the 5 coping behaviors (proactive search, nonwork organization, positive self-assessment, distancing from loss, and job devaluation) assessed. Two interactions between coping behavior and perceived situational control (the perception that one would find a job) were found. Proactive search (job-search behavior) was associated with decreased mental health at Time 1 among individuals with low situational control but not among individuals with high situational control. Distancing from loss was associated with decreased reemployment among individuals with low situational control but not among individuals with high situational control.