College-age women are affected by anxiety disorders at a significant rate. The data suggest that enhancing a sense of control over the negative effects of life events has a greater positive effect on women than men (Matheny, Ashby, & Cupp, 2005). While there is a literature base for stress coping among undergraduate students (McCarthy, Fouladi, Juncker, & Matheny, 2006), little data exists which explores the implications of stress coping among female graduate students in counseling programs. Using a population of university women in graduate counseling programs, this study explored the interrelationships between coping resources, gender role stress, self-efficacy, and anxiety. Specifically, the effects of coping resources (using the Coping Resources Inventory for Stress-Short Form, CRIS-SF; Matheny, Curlette, Aycock, Pugh, & Taylor, 2007), gender role stress (using the Feminine Gender Role Stress Scale, FGRS; Guillespie & Eishler, 1992), self-efficacy (using the Generalized Self-Efficacy Scale, SES; Tipton & Worthington, 1984), a form of emotional distress (using the State-Trait Anxiety Inventory A-Trait version, STAI-A; Speilberger, 1983), and self-report measures of demographic data were examined. Results indicate that all measures are significantly interrelated, with the exception of FGRS. Furthermore, CRIS primary scale, Confidence, and FGRS scales, Physical Unattractiveness and Emotional Detachment were most predictive of trait anxiety, as evidenced in the final regression. Research and clinical implications for these findings suggest a number of promising directions in supervision and training.