The aim of the study is to examine the role of cognitive coping in a sample of 47 female victims of stalking. Stalking victims who blamed themselves more for the stalking report significantly higher symptoms of depression, anxiety, and posttraumatic stress disorder (PTSD). Respondents who ruminated more about the stalking experience, or respondents who explicitly emphasized the terror of the stalking to a higher extent, also report significantly higher symptom levels. Finally, respondents who thought more about what steps to take and how to handle the stalking report significantly higher symptom levels of depression, anxiety, and PTSD. This conclusion holds also after controlling for the severity of stalking. If the findings of the present study can be confirmed, this could possibly contribute to the help provided to victims of stalking.