Avoiding information about one’s risk for disease can have long-term implications for health. Past research suggests that people avoid health information when they perceive that they lack control and coping resources. We theorized that these two relationships implicate a broader underlying mechanism in health information avoidance—coping self-efficacy. Two studies examined the relationship between coping self-efficacy and avoidance of personal disease risk. Study 1 revealed that coping self-efficacy, but not general self-efficacy, was associated with information avoidance, such that participants who reported greater coping self-efficacy were less likely to avoid their risk. Study 2 established a causal relationship between coping self-efficacy and avoidance. Participants who reflected on their past positive coping strategies were less likely to avoid learning their risk as compared to those who did not reflect on their coping strategies. These findings suggest that coping self-efficacy is likely a good target for reducing health information avoidance.