Little is known about whether and how stress management skills may improve adjustment for men diagnosed with prostate cancer who opt for active surveillance. This study examined whether two types of perceived stress management skills, specifically the ability to relax and confidence in coping, moderated the relationship between prostate cancer (PC) concerns and psychological distress. Participants were 71 ethnically diverse men in active surveillance. Coping confidence moderated the relationship between PC concerns and intrusive thoughts (p < .01). At low levels of coping confidence, PC concerns was positively related to intrusive thoughts, β = .95, p < .001, but not when coping confidence was high, β = .19, p > .05. Coping confidence also moderated the relationship between PC treatment concerns (a subscale of PC concerns) and intrusive thoughts. At low levels of coping confidence, PC treatment concerns was positively associated with intrusive thoughts, β = .73, p < .001, but not when coping confidence was high, β = .20, p > .05. Findings underscore the importance of interventions aimed at improving coping in men undergoing active surveillance.