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Researchers have postulated that those with difficult temperament are at risk for difficulties with regulating emotions, are less tolerant of distressing stimuli, have characteristic difficulty coping with distress, and are (at some periods of development) more apt to experience clinically significant psychological symptoms. This study used exploratory factor analyses and structural equation modeling to compose and test a model that explained how emotion regulation, distress tolerance, and coping skills interact to explain how certain temperament features translate into psychological symptoms. Because those with difficult temperament were thought to be at a unique risk for psychological maladjustment, mean-based criterion were used to identify those with relatively difficult, typical, or easy temperament and then test whether the degree of between-group differences on study variables was statistically significant. Results of correlational and EFA analyses suggested that there were statistically significant differences between constructs that were correlated highly (i.e., distress tolerance, emotion regulation, and emotion dysregulation). Results of SEM analyses indicated that the relationship between difficult temperament and psychological maladjustment was explained partially by the way in which emotion regulation, emotion dysregulation, distress tolerance, and coping skills interact, with the strength of each mediating variable differing considerably. There were also differences in the power of the relationship between variables when correlational power was considered alone rather than in the context of the larger measurement and structural models. Future directions and implications are discussed.