Experiences of discrimination significantly deteriorate both subjective well-being and health; yet some people are more resilient to these negative effects than others. Previous research has considered factors such as identity or socioeconomic status that can help people cope with discrimination. However, the literature has not yet considered the ways in which agentic value orientations may moderate the negative effect of discrimination upon well-being. This paper addresses this gap by focusing on the moderating role of openness versus conservation, and self-enhancement versus self-transcendence values as agentic orientations. Analyzing the European Social Survey Round 6 (2012) with multi-level models, this study demonstrates that both individual and national level agentic orientations moderate some of the effects of discrimination on well-being an health. These findings suggest that agentic values are potentially important cognitive resources from which individuals derive strength from when faced with adverse social experiences.