Five experiments examine the nature of different coping strategies and their subsequent effects on the effectiveness of health messages. We theorize that the two strategies of problem-focused versus emotion-focused coping are systematically associated with distinct construal levels (lower vs. higher), and thus messages cast at different levels of construal are differentially effective when a particular coping strategy is being activated. Specifically, we demonstrate that consumers primed with problem-focused strategies are more persuaded by messages presented at lower levels of construal, whereas consumers primed with emotion-focused strategies are more persuaded by messages presented at higher levels of construal. In addition, we posit that matching with each different type of coping strategy (problem-focused vs. emotion-focused coping) is driven by distinct types of efficacy processes. In particular, we demonstrate that the effects of a match with problem-focused coping are driven by self-efficacy, and the effects of a match with emotion-focused coping are driven by response efficacy. These findings make a significant contribution by building bridges between three theoretical traditions: coping, construal level, and efficacy in the context of health messaging.