A positive coping style can be critical to successful rehabilitation of psychiatric consumers. Using structural equation modeling, this study examined the relationships among consumers' psychological characteristics, self-esteem, and behaviors, and the role of self-esteem in mediating the relationships between psychological characteristics and behavioral coping. The sample consisted of 393 psychiatric consumers recruited from 25 psychosocial rehabilitation services (PSR) agencies. Key findings were that affective (that is, negative and positive affect) and cognitive (that is, beliefs in devaluation-discrimination) traits influence self-esteem and behavioral coping, and significant effects of affective and cognitive traits on behavioral coping are mediated by self-esteem. The findings suggest that interventions targeting self-esteem could be effective in modifying the behavioral coping of consumers served in PSR agencies. Implications for social work practice are discussed in relation to attitude change theories.