Acculturative stress is increasingly understood to mediate the relationship between immigration and mental health. The bullk of research in this area, however, has not addressed psychological factors that affect the degree to which the migratory process is experienced as stressful nor what sorts of strategies are used to manage stressors related to migration. The appraisal of a situation as stressful is related to the material, social and psychological resources. Coping style can mediate the psychological impact of the stressor. It would appear that the relationship between stress and coping is complex and multifaceted, and not amenable to a simple path analysis. To better understand how the migratory experience is related to mental health requires elucidating the relationship between the objective event, how it is appraised, and the coping response used. A further confounding issue is that the bulk of theorizing and instrumentation in coping and stress research is predicated on a Euro-American paradigm, and thus not necessarily appropriate for use with other cultures. In addition, it would appear that coping style not only mediates the relationship between stress and psychopathology, but is also related to the appraisal process. This paper will provide a critical analysis of conceptual and measurement issues related to stress, appraisal, and coping as applied to the migratory experience. The paper will conclude with an outline a research study currently underway that may provide insight into some of these issues.