Social-cognitive theory and conservation-of-resources theory were utilized to understand individual differences in psychological response to natural disaster. Coping self-efficacy, lost resources, social support, and optimism were assessed along with demographic variables in predicting distress following Hurricane Opal. Participants included 67 residents of Okaloosa County, Florida. Multiple regression analyses indicated that coping self-efficacy was the strongest predictor of general distress and trauma-related distress. Loss of resources and gender were also important predictors of general distress. Path analyses demonstrated that lost resources directly influenced general distress, social support, optimism, and coping self-efficacy. These analyses also indicated that coping self-efficacy perceptions mediated the relationships between loss of resources and trauma-related distress, social support and both trauma and general distress, and optimism and both types of distress. Theoretical implications are discussed.