Objective: This study aimed to examine the mediating relationship of proactive coping on self-blame and stress among US undergraduate college students. Participants: The sample of undergraduate college students (n = 261) were recruited through their Introduction to Psychology course and registered for the study through a research-based computer program utilized at the university in the fall 2010 and spring 2011 semesters. Methods: Participants voluntarily completed a battery of self-report questionnaires that measured self-blame, proactive coping, and stress. Correlation and regression-based mediation analyses were utilized to address the study objectives. Demographic differences were explored using comparative analyses. Results: Proactive coping was identified as a mediator between self-blame and stress. Correlation analyses revealed self-blame, proactive coping, and stress were interrelated with one another. Ethnicity differences were observed on proactive coping. Conclusions: Proactive coping mediated the relationship between self-blame and stress and was negatively related to the other included behavioral constructs.