According to the cognitive‐affective processing system (CAPS) model, behavior is a function of how the distinctive cognitive‐affective system of the individual responds to one's subjective experience of the situation encountered. Thus an individual's maladaptive coping processes may be understood by identifying the nature of the situations that a client experiences as highly stressful and the psychological reactions they trigger. An initial study established the feasibility and utility of an Internet‐based CAPS daily diary program; it was then used to facilitate a clinical stress‐management intervention. The daily diary enabled researchers and clinicians to gather Highly‐Repeated Within‐Persons (HRWP) data on the situational features, cognitions, affect, and coping behaviors associated with daily life stress, which were then analyzed separately for each participant to identify each individual's unique and distinctive pattern of intra‐individual dynamics. Results suggested that individuals differed reliably in the features of psychological situations that triggered stress and maladaptive coping behaviors. HRWP analysis of daily diary data enhanced the efficacy of clinical intervention, and clients' self‐regulatory capabilities and life satisfaction were shown to increase over the course of the intervention. We discuss how our program of research fits into the larger goals of translational science and current NIMH clinical research priorities.