Objective Research shows that education favors mental health, in part, because it helps to develop a greater sense of control. To this point, however, it is unclear whether this process varies according to race and ethnicity. Methods Building on previous research, we use data collected from a large probability sample of Texas adults to test the extent to which the education‐control‐distress (E‐C‐D) model varies across three race and ethnic groups, including whites, blacks, and Mexican Americans. Results The results of our simple mediation analyses validate the E‐C‐D model for each race/ethnic group. Our moderated mediation analyses suggest that the indirect effect of education on psychological distress through the sense of control is comparable across race/ethnic groups. Conclusion The mediating influence of the sense of control does not appear to vary according to the three race/ethnic groups included in the study.