Unpredictability within the family environment has been consistently linked to anxiety and depressive symptomology in early adulthood. The current investigation sought to examine how individual and family factors may serve to protect college students from the potentially detrimental effects of growing up with family chaos. A multi-dimensional survey, including measures assessing family unpredictability, coping behavior, anxiety, and depressive symptoms, was administered to 260 (68% female) undergraduate college students. A series of regression models found mediating and moderating effects: the relationship between family unpredictability and psychological distress was explained in part by less family closeness, and this was especially true among students who engaged in more emotion-focused coping. Individuals who used less emotion-focused coping did not appear to suffer from psychological distress associated with family unpredictability. Conversely, task-focused coping did not moderate the association between family unpredictability and psychological distress; yet, individuals who used more task-focused coping, in general, experienced less distress. These findings could be used to inform intervention efforts targeted at improving parenting and caregiving practices as well as the development of campus programs aimed at improving students’ coping strategies.