Distress intolerance may be an important individual difference variable in understanding maladaptive coping responses across diagnostic categories. However, the measurement of distress intolerance remains inconsistent across studies and little evidence for convergent validity among existing measures is available. This study evaluated the overlap among self-report and behavioral measures of distress intolerance in four samples, including an unselected sample, a sample of patients with drug dependence, and two samples of cigarette smokers. Results suggested that the self-report measures were highly correlated, as were the behavioral measures; however, behavioral and self-report measures did not exhibit significant associations with each other. There was some evidence of domain specificity, with anxiety sensitivity demonstrating strong associations with somatic distress intolerance, and a lack of association between behavioral measures that elicit affective distress and those that elicit somatic distress. These findings highlight a potential divergence in the literature relative to the conceptualization of distress intolerance as either sensitivity to distress or as the inability to persist at a task when distressed. Further research is needed to elucidate the conceptualization and measurement of distress intolerance to facilitate future clinical and research applications of this construct.