Examined control beliefs of children of divorce as predictors of their coping, negative appraisals for stressful events, and mental health problems. We tested whether coping and negative appraisal for stressful events mediated the relations between multiple dimensions of control beliefs and mental health problems. Different dimensions of control beliefs were related to different aspects of coping and negative stress appraisal. Internal control beliefs for positive events were related to both active and avoidant coping. Unknown control beliefs for positive events were related to higher active coping and higher negative appraisal. Unknown control beliefs for negative events were related to higher avoidant coping. In addition, evidence for mediation was found such that the effect of unknown control beliefs for positive events on mental health problems was mediated by negative appraisal. Implications and directions for further research are discussed.