Discrimination is detrimental to health behaviors and outcomes, but little is known about which measures of discrimination are most strongly related to health, if relationships with health outcomes vary by race/ethnicity, and if coping responses moderate these associations. To explore these issues, the current study assessed race/ethnic differences in five measures of race/ethnic discrimination, as well as emotional and behavioral coping responses, within a population-based sample of Whites, African Americans, Mexicans, and Puerto Ricans (n = 1,699). Stratified adjusted logistic regression models were run to examine associations between the discrimination measures and mental, physical, and health behavior outcomes and to test the role of coping. Overall, 86 % of the sample reported discrimination. Puerto Ricans were more likely than Mexicans and Whites to report most types of discrimination but less likely than Blacks. Discrimination was most strongly related to depression and was less consistently (or not) associated with physical health and health behaviors. Differences by measure of discrimination and respondent race/ethnicity were apparent. No support was found to suggest that coping responses moderate the association between discrimination and health. More work is needed to understand the health effects of this widespread social problem. In addition, interventions attempting to reduce health disparities need to take into account the influence of discrimination.