Although many studies examine the biological phenomena that mediate the relationship between stress and illness, more research is needed regarding psychological variables that may mediate this relationship. Thus, the current study investigates the mediating effects of locus of control and self-efficacy in the relationships among stress, illness, and the utilization of health services in a sample of 159 college students. Results suggest that participants who endorse higher levels of stress also endorse higher levels of illness, higher levels of external locus of control, and lower levels of self-efficacy. In addition, structural equation modeling suggests that there are direct relationships between stress and illness and between illness and the utilization of health services. Further, locus of control appears to be a partial mediator in the relationship between stress and illness. Given the link established between stress and illness and the individual differences associated with reactions to stressful situations, it is important for future examinations to continue to identify potential mediators of the stress-illness link.