This experiment tested the hypotheses that perceived coping and cognitive control self-efficacy govern the effects of personal empowerment over physical threats. Women participated in a mastery modeling program in which they mastered the physical skills to defend themselves successfully against unarmed sexual assailants. Multifaceted measures of theoretically relevant variables were administered within a staggered intragroup control design to test the immediate and long-term effects of the empowerment program and the mechanisms through which it produced its effects. Mastery modeling enhanced perceived coping and cognitive control efficacy, decreased perceived vulnerability to assault, and reduced the incidence of intrusive negative thinking and anxiety arousal. These changes were accompanied by increased freedom of action and decreased avoidant behavior. Path analyses of causal structures revealed a dual path of regulation of behavior by perceived coping self-efficacy, one mediated through perceived vulnerability and risk discernment and the other through perceived cognitive control self-efficacy and intrusive negative thinking.