Stress, coping, perceptions of control, and psychological distress of 88 adults with mild mental retardation were assessed. Stressful interpersonal interactions and concerns over personal competencies occurred most frequently. Frequency and stress impact were positively associated with a composite score of psychological distress. Active coping was associated with less psychological distress than distraction or avoidant coping. Perceptions of control were positively related to active coping and negatively related to avoidant coping. Active coping was related to less psychological distress when used with perceptions of high control than with perceptions of low control. Decreasing opportunities for stress and increasing accurate perceptions of control and subsequently active coping may reduce psychological distress among people with mild mental retardation.