This article, based on 2 companion studies, presents an in-depth analysis of preschoolers coping with vaccination pain. Study 1 used an autoregressive cross-lagged path model to investigate the dynamic and reciprocal relationships between young children's coping responses (how they cope with pain and distress) and coping outcomes (pain behaviors) at the preschool vaccination. Expanding on this analysis, study 2 then modeled preschool coping responses and outcomes using both caregiver and child variables from the child's 12-month vaccination (n = 548), preschool vaccination (n = 302), and a preschool psychological assessment (n = 172). Summarizing over the 5 path models and post hoc analyses over the 2 studies, novel transactional and longitudinal pathways predicting preschooler coping responses and outcomes were elucidated. Our research has provided empirical support for the need to differentiate between coping responses and coping outcomes: 2 different, yet interrelated, components of "coping." Among our key findings, the results suggest that a preschooler's ability to cope is a powerful tool to reduce pain-related distress but must be maintained throughout the appointment; caregiver behavior and poorer pain regulation from the 12-month vaccination appointment predicted forward to preschool coping responses and/or outcomes; robust concurrent relationships exist between caregiver behaviors and both child coping responses and outcomes, and finally, caregiver behaviors during vaccinations are not only critical to both child pain coping responses and outcomes in the short- and long-term but also show relationships to broader child cognitive abilities as well.