Health screening involves the early identification of risk factors for disease or early-stage disease. There is clear evidence of a health benefit following many screening programs. However, these programs may also contribute to significant psychological distress in a significant minority of vulnerable individuals. This paper considers the impact of screening in relation to breast cancer, focusing on assessment of genetic risk for breast cancer and mammography. It then reviews how these programs presently try to minimize any distress among participants before examining how health and clinical psychological theory can contribute to the development of new interventions, focusing on the use of cognitive challenge and teaching appropriate emotion-focused coping strategies such as mindfulness and distraction. Future research developments are then addressed.