Illness behavior in panic disorder was examined by comparing the coping strategies of female primary care patients (34 with panic disorder, 30 with simple panic, and 78 without panic.) Relationships of coping and distress were also examined within each group. The groups differed significantly on the Ways of Coping Checklist, anxiety (SCL-90 and Zung scales), depression (SCL-90 and Beck scales), and number of phobias. The panic disorder group used proportionately less problem-focused and more wishful thinking than the other groups. Within the panic disorder group, anxiety and depression were correlated negatively with problem-focused coping and positively with wishful thinking, and number of phobias was correlated negatively with the seeking of social support and positively with wishful thinking. Most importantly, when an attempt was made to statistically separate panic patients with multiple phobias from those without multiple phobias, coping was a better marker than was distress. These results emphasize the importance of cognitions in illness behavior and anxiety disorder.