This study tests the relationship between pessimistic explanatory style and illness with questionnaire data. Questionnaires were administered to 234 college students at a mid-sized Western university. Four variables were tested as potential mediators of the pessimistic explanatory style/illness relationship: symptoms of depression, perceived stress, social support, and poor health practices. Results indicated that only the global dimension of pessimistic explanatory style was related to experiences of illness, and hence was the only dimension that could be mediated by the proposed variables. Results demonstrated that symptoms of depression mediated the relationship between global attributions for negative events and illness. Exploratory analyses also suggest that stress is implicated in this process such that it increases symptoms of depression, which in turn influence illness.