The authors investigated whether coping styles moderated the relationship between (a) impulsivity and stress and (b) stress and gambling behavior and tested whether impulsive persons who use avoidant or emotion-focused coping under high-stress conditions are most likely to gamble. Among 202 university student volunteers, 33% of men but only 3% of women reported problem or pathological gambling, and neither stress, impulsiveness, nor coping predicted gambling among women. Among men, impulsiveness, task coping, and emotion coping accounted for significant and unique variance in gambling. For higher task coping and lower emotion-focused coping, impulsiveness had a weaker relationship to gambling. Additionally, among nonimpulsive men, emotion-focused coping in high stress conditions was most likely to result in gambling.