The purpose of this study was to determine whether uncontrollable stress related to levels of subjective well-being (SWB) in a group of ethnically diverse urban adolescents. Additionally, the researchers examined what types of coping skills were utilized in the face of high levels of uncontrollable stress. Finally, a moderation model was proposed, wherein active coping was hypothesized to exacerbate the inverse relationship between uncontrollable stress and SWB. A group of 147 diverse, urban adolescents were surveyed. Data were analyzed using correlational analysis, hierarchical multiple regression, and stepwise multiple regression. Results revealed that uncontrollable stress was significantly related to negative affect (NA) and active coping strategies were associated with positive affect (PA) and NA. Active coping did serve as a moderator of the relationship between NA and uncontrollable stress, but in an unpredicted direction. Higher levels of uncontrollable stress were related to higher levels of NA and the use of active coping strategies was associated with higher levels of PA. The finding that active coping did not exacerbate the relationship between NA and uncontrollable stress suggests that adolescents may benefit psychologically from exercising agency over stressors in their lives. (Contains 3 tables.)