Research was conducted among people who have experienced trauma to see the influence of coping factors on death anxiety, PTSD, and psychiatric comorbidity. The intent was to consider the role of death anxiety in relationship to PTSD and mental health among people who have experienced a life-threatening event. It examined both self-efficacy and religious coping as possible factors of death anxiety resilience in relation to trauma. This study was conducted using undergraduate university students in Lithuania. The study (N = 104) did not find evidence to support the significance of religious coping as important factor; however, self-efficacy emerged as significantly related to psychiatric comorbidity and death anxiety. However the results found that self-efficacy did not act as a mediating factor and was independently related to death anxiety and psychiatric comorbidity. Results were discussed in light of theories regarding death anxiety and the agentic model. © The Author(s) 2013.