Although stressful events clearly play an important role in the development of symptoms of depression and anxiety, individuals are not equally sensitive to stress. Attempts to explain differences in adjustment have focused both on the coping strategies employed in response to stress, and on personality-related vulnerabilities to specific stressors. However, little is known about the interplay between coping and personality traits such as sociotropy, which is associated with increased sensitivity to negative social events. Measures of sociotropy and symptoms of depression and anxiety were obtained in a sample of undergraduates, along with reports of coping with interpersonal stress. Regressions controlling for recent stressful events indicated that coping does not directly mediate the relationship between sociotropy and distress, but does moderate the relationship. Both primary and secondary control engagement coping buffer the link between sociotropy and anxiety/depression, whereas disengagement coping augments the relationship. Implications for social cognitive models of vulnerability to stress are highlighted.