Few studies of mutual help have been guided by coherent conceptual frameworks. We introduce a stress and coping model that can guide research on self‐help groups and contribute to conceptualizing them as normative social groupings. Our model suggests that coping responses, life stressors, and social resources influence the processes by which persons become involved in mutual help organizations and, in turn, are influenced by involvement in mutual help. To provide initial empirical support for the model, we present a longitudinal study of stress and coping and Alcoholics Anonymous (AA) affiliation among 439 problem drinkers. Problem drinkers who relied more on avoidant coping responses, had fewer work and partner resources, and had more partner stressors became more intensely involved in AA. The results also suggest that AA involvement affects members' coping responses and increases their friendship resources.