Negative mood regulation expectancies (NMRE) represent people's beliefs that they can use behaviors and cognitions to alleviate unpleasant emotional states. The relationship between NMRE and measures of affect, coping, depression, and anxiety with youth in Grades 4 through 8 (N = 539) was examined. In hierarchical regressions, scores on an NMRE scale predicted depression, but not anxiety, independent of positive affect, negative affect, adaptive coping, and avoidant coping. Results were consistent with those found with college students and adults, suggesting the NMRE construct can add to our understanding of how youth deal with negative moods. Assessing NMRE in youth may help identify those at risk for developing affective symptoms, and provide a useful index of progress in therapeutic interventions.