Objective: The purpose of the current study was to examine facilitative and avoidant coping as mediators between distress and transition status, social support, and loss. Method: A total of 351 transgender individuals (n = 226 transgender women and n = 125 transgender men) participated in this study. Participants completed measures on transgender identity, family history of mental health concerns, perceptions of loss, coping, depression, and anxiety. Results: The rates of depressive symptoms (51.4% for transgender women; 48.3% for transgender men) and anxiety (40.4% for transgender women; 47.5% for transgender men) within the current study far surpass the rates of those for the general population. Structural equation modeling (SEM) was used to analyze the data--2 separate models were hypothesized, based on reports of anxiety or depression. The SEM results suggest that the processes for transgender women and transgender men are primarily similar for depression and anxiety; avoidant coping served as a mediator between transition status and both distress variables. Social support was directly related to distress variables, as well as indirectly related through avoidant coping. Conclusion: Results suggest the need for practitioners to focus on interventions that reduce avoidant coping strategies, while simultaneously increasing social support, in order to improve mental health for transgender individuals. Individuals who are in the beginning stages of their transition will use different coping strategies than those who are in later stages; interventions should be adjusted on the basis of the transition status of transgender clients. (Contains 3 tables and 2 figures.)