The study investigated the relation between coping strategies of inmates and their psychological and physical well-being. General affective states such as optimism were related to both psychological and physical well-being. Moreover, inmates who experienced specific negative emotions such as regret, anxiety, and sadness reported more psychological and physical complaints. The way in which inmates coped with these negative emotions was also important. Inmates who used an active emotion-focused coping strategy were in better health than inmates inclined to keep their negative feelings to themselves. Emotion-focused coping by sharing negative emotions with people in one's social network can help to increase both psychological and physical well-being. Engaging in emotion management in a more cognitive way, by emphasizing positive aspects of the situation, can help to reduce the intensity of negative emotions. Possible research and policy implications of these results are discussed.