The present research examined whether self engagement moderated the stressor-strain relationship in a sample of U.S. soldiers deployed on a peacekeeping mission to Bosnia. Given that individuals were nested within groups (Army companies), we examined the relationships of interest using multilevel random coefficient models. The results of these analyses revealed that self engagement interacted with three different stressors (lower amounts of sleep, work stress, family stress) in the prediction of psychological distress. In support of self engagement as a buffer against stress, when stressors were low (high amounts of sleep, low levels of work stress, and family stress), soldiers reported relatively low levels of psychological distress and physical symptoms, regardless of whether they were engaged in or disengaged from their job. However, when stressor levels were high, soldiers who were engaged in their job reported less elevation in reports of psychological distress than soldiers who were disengaged from their job. The results are discussed in terms of the potential mechanisms by which self engagement might protect individuals from stressful circumstances.