Two studies demonstrated that coping sense of humor buffered women against the effects of stereotype threat on math performance. Using a correlational design, Study 1 demonstrated that women low in coping sense of humor assessed their performance on standardized math tests lower than did men and lower than did women high in coping sense of humor. Using an experimental design, Study 2 showed that coping sense of humor was positively related to women's performance on a math test taken under conditions of stereotype threat but not under conditions of no stereotype threat. Mediation analyses suggest that in the stereotype-threat condition, state anxiety mediated the relationship between coping sense of humor and test performance. Women higher in coping sense of humor performed better because they felt less anxiety while taking the test.