Recent evidence suggests self-administration of intranasal oxytocin may facilitate social interaction by attenuating the stress response to interpersonal conflict. Currently, no published research has documented whether intraindividual factors moderate the effect of intranasal oxytocin on the emotional response to stress. The aim of the present study was to determine whether coping style moderates the effect of intranasal oxytocin on mood in response to an interpersonal stressor in healthy men and women. In a double-blind placebo-controlled experiment, 100 undergraduate students (50 women) participated in the Yale Interpersonal Stressor (YIPS: Stroud, Tanofsky-Kraff, Wilfley, & Salovey, 2000), a live social rejection paradigm. Prior to the YIPS, participants were randomly assigned to self-administer either intranasal oxytocin (24 IU) or a placebo. Coping was measured using the Coping Inventory for Stressful Situations. Multiple regression analyses predicting stress-related changes in anxiety revealed a significant Drug × Emotion-oriented coping × Sex interaction [pr2 = .06, b = 6.074, t(91) = -2.526, p = .014]. Follow-up analyses using simple slopes revealed self-administration of intranasal oxytocin reduced anxiety in response to the YIPS relative to the placebo in women high in emotion-oriented coping [b = 4.487, t(91) = 2.09, p < .05], but not in women low in emotion-oriented coping, or men. The results suggest that intraindividual factors modulate the effect of intranasal oxytocin on the affective response to stress. Intranasal oxytocin appears to be particularly beneficial to women who endorse high levels of emotion-oriented coping, who may be vulnerable to the negative impact of stress.