Past studies (e.g., Desrosiers, Vine, Klemanski, & Nolen‐Hoeksema, 2013) have examined the connections between religiosity, anxiety, emotion regulation, and coping, but usually as it pertains to various health disorders (e.g., cancer). However, few studies have empirically examined the relationship between these factors in general. Thus, the current study investigated the ability of these variables to predict one’s ability to cope. Participants were asked to solve unsolvable anagrams, and complete various measures of emotion regulation, need for closure, and religiosity. Results of a multiple regression indicated higher intrinsic religiosity (B = .60, t=4.3, p < .001), aggression control (B = .781, t = 2.19, p = .035), and need for closure (B = .70, t = 5.68, p < .001) predicted higher coping skills. As poor coping is related to anxiety, the current findings could shed light on how these variables influence one’s ability to cope, especially in high anxiety situations.