John Henryism, a construct developed to describe high effort coping, may help explain the observed health disparities between Blacks and Whites. Previous research suggests that John Henryism is associated with negative physical health factors. However, little research has focused on the relationship between John Henryism and psychological distress. Accordingly, in this exploratory study, we examined the relationships between John Henryism, psychological distress, and well-being in a diverse sample of Black women. Results indicate that there is a negative correlation between John Henryism and depressive symptomatology. This finding is in contrast to past research and suggests that John Henryism may be maladaptive to physical health but not mental health. The limitations and implications of the findings are discussed.