When faced with daily stress, individuals may choose coping strategies based on a variety of factors. This study examined the relationship between mood-regulation expectancies for coping strategies, or how much better people think a strategy will make them feel, and the actual use of those strategies over the course of a week, using an Internet-based daily diary methodology. We considered category or type of coping strategy (e.g., active behavioral coping), specific coping behavior (e.g., talk to a friend), and situational context (interpersonal vs. achievement). We hypothesized that expectancies would predict the use of types of coping strategies and specific coping strategies, especially when context was considered. Hierarchical linear modeling revealed that expectancies predict use of some types of coping and some specific strategies but not others and that context may help predict the use of some strategies. Implications for health and for psychotherapy are discussed.