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The perception of control over a stressful experience may determine its impacts and generate resistance against future stressors. Although the medial prefrontal cortex (mPFC) and the hippocampus are implicated in the encoding of stressor controllability, the neural dynamics underlying this process are unknown. Here, we recorded CA1 and mPFC neural activities in rats during the exposure to controllable, uncontrollable, or no shocks, and investigated electrophysiological predictors of escape performance upon exposure to subsequent uncontrollable shocks. We were able to accurately discriminate stressed from non-stressed animals and predict resistant or helpless individuals based on neural oscillatory dynamics. We identified a pattern of enhanced CA1-mPFC theta power, synchrony, cross-frequency interaction, and neuronal coupling that strongly predicted learned resistance, and that was lacking in helpless individuals. Our findings suggest that hippocampal-prefrontal network theta activity supports cognitive mechanisms of stress coping, and its impairment may underlie vulnerability to stress-related disorders.