The authors examined social class differences in 2 aspects of the sense of control (mastery and perceived constraints) in 3 national probability samples of men and women ages 25–75 years (N1 = 1,014; N2 = 1,195; N3 = 3,485). Participants with lower income had lower perceived mastery and higher perceived constraints, as well as poorer health. Results of hierarchical multiple regression analyses showed that for all income groups, higher perceived mastery and lower perceived constraints were related to better health, greater life satisfaction, and lower depressive symptoms. However, control beliefs played a moderating role; participants in the lowest income group with a high sense of control showed levels of health and well-being comparable with the higher income groups. The results provided some evidence that psychosocial variables such as sense of control may be useful in understanding social class differences in health.