This present study tested two theories from Lazarus and Folkman’s (1984) Transaction Model of Stress and Coping. Utilizing a sample of adults living with HIV/AIDS in rural communities of the United States, this secondary data analysis examined the interaction between cognitive appraisals of stressful life events, methods of coping, and depressive symptomology. This study was designed to investigate the proposals that coping strategies tend to match the appraised controllability of a stressor (matching hypothesis) and that the effectiveness of varying coping strategies is dependent on the appraised controllability of a stressful event (goodness-of-fit hypothesis). Self-reported data obtained from 304 HIV-seropositive adults living in non-metropolitan areas indicated that high levels of appraised control significantly predicted use of problem-focused coping. However, no support was found for the goodness-of-fit hypothesis. Study limitations and future directions are proposed.