This study clarified contradictory findings regarding whether depression and somatic symptoms are associated more strongly with each other in non-Western countries than in Western countries, by examining the relationships of the two variables with negative mood regulation expectancies (NMRE). NMRE are beliefs about one's ability to improve one's negative moods. Participants were 155 Japanese and 176 American undergraduates. They completed self-report measures of NMRE, coping, depression and somatic symptoms. Results showed that depression significantly correlated with somatic symptoms for both men and women in both countries, and there was no cultural difference in the relationship between depression and somatic symptoms. The relationships of depression and somatic symptoms with NMRE did not differ between cultures. NMRE explained variance in depression in both countries but variance in somatic symptoms only for women in both countries. The relationship of NMRE with depression and somatic symptoms paralleled that between depression and somatic symptoms for both cultures. These results were consistent with the previous literature that found no difference between cultures. Results support the cross-cultural validity of measuring NMRE in the context of coping and distress.