The authors examined relationships between method of coping with combat-related stress and psychological symptoms among Gulf War Army personnel (N = 1,058). Participants were surveyed on return from the Gulf region (Time 1) with the Coping Responses Inventory (R. Moos, 1990) and a measure of combat exposure. Outcomes were symptom measures of posttraumatic stress disorder (PTSD) and depression. At Time 2 (18-24 months) participants completed the same symptom measures and an index of postwar stress. Higher proportions of approach-based coping in the war zone were related to lower levels of psychological symptoms. Combat exposure moderated the effects of coping on Time 1 PTSD. Coping predicted changes in symptoms of depression but not PTSD. Combat exposure affected changes in depression through postwar stress but had a direct negative effect on PTSD.