One hundred infertile women and 73 female controls completed three measures of psychological well-being (depression, self-esteem and self-confidence) on two occasions (Times 1 and 2), coinciding with the beginning and end of a failed IVF attempt by the infertile women. At Time 2, the IVF women were also asked to indicate whether they had used a number of different coping reponses, in relation to dealing with their failed IVF attempt. As predicted, IVF women were more depressed and had lower self-esteem than controls prior to the treatment cycle, and both before and after the treatment cycle they were less self-confident. After the failed IVF procedure, IVF women were more depressed and had lower levels of self-esteem than they did prior to the treatment cycle. In terms of the effects of coping on the post-attempt well-being of the IVF women, the use of problem-focused coping was associated with high levels of well-being, while the use of avoidance coping and seeking social support was associated with low levels of well-being.