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The construct of trait emotional intelligence [trait EI] refers to the individual differences in the perception, processing, regulation, and utilization of emotional information. Several studies have found that trait EI was a significant moderator of both subjective and neuroendocrine responses to stress. The present study explores whether trait EI also influences the anticipation of stressful events and, more specifically, how these events are appraised. Study 1 examines self-efficacy, and Study 2 considers both self-efficacy and challenge/threat appraisals. The results indicate that high trait EI individuals (1) exhibit greater self-efficacy to cope and (2) appraise the situation as a challenge rather than a threat. Several directions for future research are outlined.