One hundred sixty-six participants (70 males, 96 females) completed a series of questionnaires measuring perceived fitness, social desirability, self-esteem, hope, and perceived stress levels and coping abilities. Participants were then given an activity monitoring device to wear for 1 week. Participants recorded daily measures of physical activity, perceived fitness, and perceived stress and coping over 7 days. Results revealed that although perceived physical fitness was reliably associated with coping, actual physical activity was not. These associations remained even after statistically controlling for gender, social desirability, self-esteem, hope, perceived stress, and anxiety. Findings suggest that perceived physical fitness may be a better predictor of daily coping than actual physical activity.