This study aims to explore the relationships between cognitive coping, goal disturbance and psychological distress in HIV-infected persons. A sample of 43 HIV positive persons completed questionnaires that assessed cognitive coping, goal frustration, depressive symptoms and quality of life. Goal frustration and, to a lesser extent, the cognitive coping strategy 'positive reappraisal' were related to psychological distress. Intervention programmes might usefully implement the topics of goal disturbance and positive reappraisal.