Abstract Two experiments examined the relations among self-esteem, perceived competency to cope, and actual coping behaviors following a threat communication. Leventhal's “parallel response model” (in Advances in experimental social psychology, L. Berkowitz (Ed.), New York: Academic Press, 1970, Vol. 5) predicts that low-esteem subjects will show deficits in both competency and coping behaviors. Experiment 1 manipulated threat level of a tetanus communication. Low-esteem subjects showed coping deficits on measures of free associations, free recall, fatalism, and coping. Threat groups differed only on fear and danger measures. Experiment 2 manipulated the fear level of an antismoking film and used false feedback to alter perceived competency. Positive feedback increased perceived competency to quit smoking among low-esteem subjects only. Without feedback, low-esteem subjects reduced smoking less than high-esteem subjects; positive feedback reversed the pattern. The discussion argued that, consistent with Leventhal's model, the low-esteem coping deficit has two independent causes: (1) excessive concern with fear, and (2) inadequate perceived competency.