This study brings together the threat/control-override perspective and the literature on gender and stress coping to argue that gender moderates the association between threat delusions and violence. We suggest that men are more likely than women to respond to stressors such as threat delusions with violence. We test these ideas using data from the MacArthur Violence Risk Assessment Study, a multi-wave study of post-discharge psychiatric patients. Within-person results from two-level hierarchical models support the idea that men and women cope with threat delusions differently. Specifically, we find that men are significantly more likely to engage in violence during periods when they experience threat delusions, compared with periods when they do not experience threat delusions. In contrast, women are significantly less likely to engage in violence during times when they experience threat delusions, compared with periods when they do not. We discuss these findings in light of the literature on gender and stress coping.