The current study used an influence model of personality and stress processes to examine the association between individual differences in trait self‐control and daily stress exposure and reactivity in adolescent youth. A total of 129 adolescents (Mage = 14.7 years, 59% female) completed individual difference measures of self‐control, neuroticism, and measures of responses to stress. Participants then reported on daily stressful events, stress severity, mood, coping, and mindlessness (a predictor of acting on impulse) for 14 consecutive days. Self‐control predicted less exposure to daily stress, less reactivity to daily stress, and more adaptive responses to stress. Specifically, adolescents with higher self‐control experienced fewer daily stressors and reported lower stress severity, particularly when daily mindlessness was high. Second, adolescents with higher self‐control reported less mindlessness in response to daily stress relative to those with lower self‐control, but they did not show differences in emotional reactivity to stress. Finally, results also offered evidence for an indirect effect of problem‐focused coping strategies between self‐control and emotional reactivity to stress. The current investigation illustrates the importance of trait self‐control in daily stress processes among adolescents and suggests possible mechanisms through which self‐control confers these positive effects.