Examined relationships among negative life events, four locus of control attributions (Internality, Powerful Others, Chance and God Control), and psychological distress for Korean American versus Caucasian American Protestants. Negative events and Powerful Others beliefs were positively related to distress, whereas Internality was negatively related to distress. Ethnicity and God Control interacted: The relationship between God Control beliefs and anxiety was negative for Caucasians but positive for Koreans. Three-way interactions (Ethnicity x Locus of Control x Negative Events) also emerged. As Caucasians' Powerful Others beliefs increased, the positive relationship between negative events and depression became stronger; Koreans' Powerful Others beliefs had no such effect. As Caucasians' God Control beliefs increased, the negative event-depression relationship changed from positive to negative; the reverse was true for Koreans. Findings support the value of assessing ethnoculture and religiousness in stressful life events research.