Drawing on Broidy and Agnew's (1997) extension of general strain theory to explain gender differences in deviance and crime, we tested hypotheses explaining why women are more distressed than men, but less likely to commit deviance in reaction to strain. Applying structural equation modeling to analyze data from a national survey of African Americans, we find that African-American women are more distressed than men, but less likely to engage in interpersonal aggression, because they are better protected by religiosity's distress buffering as well as deviance-reducing effects, and more likely to experience self-directed distress (depression and anxiety) in response to strain, which is less likely to lead to other-directed deviance, like interpersonal aggression, than other-directed distress (anger).