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Purpose: The present research tested the hypothesis that action- and emotion-focused coping strategies would mediate the relationship between neuropsychological functioning and quality of life among a sample of returning Iraq/Afghanistan veterans. Method: Veterans (N = 130) who served as part of the wars in Iraq and Afghanistan completed a diagnostic assessment of PTSD, a battery of questionnaires assessing coping style, traumatic brain injury (TBI), and quality of life, and neuropsychological tests measuring attention, learning and memory, working memory, inhibition, executive control, and visual motor coordination. Results: Executive control, immediate and delayed verbal recall, and visual motor coordination were associated with quality of life. However, after controlling for the effects of combat exposure, PTSD, and probable TBI, no measure of neuropsychological functioning was directly associated with quality of life. Mediation analyses indicated that delayed verbal recall influenced quality of life through its effect on action-focused coping. Conclusions: Although replication is needed, these findings indicate that delayed verbal recall may indirectly influence quality of life among Iraq/Afghanistan veterans through its association with action-focused coping strategies. Psychologists who are working with veterans that are experiencing memory difficulties and poor quality of life may consider focusing on improving coping skills prior to rehabilitation of memory deficits.