Experiential avoidance (EA) is considered a risk factor for psychopathology. This study explores whether EA mediates the relationship between maladaptive coping styles (palliative, avoidance, and passive coping) and psychopathology and positive mental health. A total of 93 adults with mild to moderate psychological distress completed measures assessing coping styles, psychopathology (depression, anxiety, and alcohol use), and mental health (emotional, psychological, and social well-being). Results showed that EA mediated the effects of passive coping on both increased anxiety and depression and decreased emotional and psychological well-being. These results suggest that a person who is prone to use EA or has learned EA in stressful situations has a higher risk of developing psychopathology and lower mental health. This indicates that early interventions that aim at people with high levels of EA are highly relevant.