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Although many can appreciate the life-sustaining benefits of combination antiretroviral therapy, some adults with HIV continue to have difficulty managing physical, neurocognitive, and everyday stressors. Fortunately, some adults with HIV are able to use accumulated resources (e.g., social networks) to help them engage in proactive coping behaviors such as planning and problem solving. Others, however, manage their stressors by engaging in avoidant coping, isolating themselves, or ruminating about the negative aspects of their situation. Perhaps, the capacity to engage in proactive coping may be influenced by damage to the frontal–striatal–thalamo circuitry, a region of the brain responsible for executive functioning and often compromised in adults with HIV-associated neurocognitive disorders. This study examined potential neurocognitive influences on proactive coping behaviors in adults with HIV (N = 98). Participants were administered a series of neurocognitive and psychosocial measures to determine if neurocognitive functioning and other factors that have been associated with coping in other populations, such as spirituality/religiosity, influenced proactive coping behaviors. Multiple regression analysis revealed that spirituality/religiosity (p = .002), rather than neurocognitive functioning (Useful Field of View, p = .277; Trails A, p = .701; Trails B, p = .365; Wechsler Memory Scale-III Digit Span, p = .864), was a significant predictor of proactive coping. Interventions to address spirituality/religiosity needs of adults with HIV may possibly facilitate proactive coping behaviors and improve mood, both of which are important for healthy neurocognitive functioning.