Theories on the aetiology of depression in humans are intimately linked to animal research on stressor controllability effects. However, explicit translations of established animal designs are lacking. In two consecutive studies, we developed a translational paradigm to study stressor controllability effects in humans. In the first study, we compared three groups of participants, one exposed to escapable stress, one yoked inescapable stress group, and a control group not exposed to stress. Although group differences indicated successful stress induction, the manipulation failed to differentiate groups according to controllability. In the second study, we employed an improved paradigm and contrasted only an escapable stress group to a yoked inescapable stress group. The final design successfully induced differential effects on self-reported perceived control, exhaustion, helplessness, and behavioural indices of adaptation to stress. The latter were examined in a new escape behaviour test which was modelled after the classic shuttle box animal paradigm. Contrary to the learned helplessness literature, exposure to uncontrollable stress led to more activity and exploration; however, these behaviours were ultimately not adaptive. We discuss the results and possible applications in light of the findings on learning and agency beliefs, inter-individual differences, and interventions aimed at improving resilience to stress-induced mental dysfunction.