Our study examines how personality and coping influence soldiers' psychological health among 648 US Army personnel who were at that time deployed in Iraq at the height of an insurgency. Conscientiousness, neuroticism, and extraversion were associated with different coping behaviors, and these were in turn related to psychological distress. Conscientiousness was positively associated with problem-focused coping and negatively with avoidance coping, whereas neuroticism was most positively associated with avoidance coping. Extraversion was positively related to both seeking social support and avoidance coping. As expected, avoidance coping was positively associated with psychological distress. Coping style explained more variance in the relationship between personality and distress among soldiers who perceived higher levels of threat, thus supporting a moderated mediation hypothesis. We discuss implications for facilitating the stress coping of workers who face acute and potentially traumatic stress exposures. Copyright © 2011 John Wiley & Sons, Ltd.