A multivariate model was developed to examine the relative contributions of mastery, stress, interpretive bias, and coping to sex differences in worry. Rumination was incorporated as a second outcome variable to test the specificity of these associations. Participants included two samples of undergraduates totaling 302 men and 379 women. A path analysis of the full sample demonstrated good overall fit and revealed that low mastery, high stress, and high interpretive bias predicted increases in both worry and rumination. There proved to be no interactive effect of sex with the model. Comparisons of mean differences indicated that women reported significantly lower mastery and significantly higher stress, worry, and rumination than men. Results suggest similar processes confer risk for worry and rumination in men and women; however, lower levels of mastery and higher levels of stress in women may contribute to the female preponderance of anxiety and depression.