The more that devalued group members experience stigmatization, the worse their physical and mental health, well-being, and performance will be. However, the effects of stigmatization are often mixed, weak, and conditional. We should expect such variability in how devalued group members respond to stigmatization because resilience in the face of challenges is possible, depending on how stressful stigmatization is for people. Using the transactional model of stress (Lazarus and Folkman, 1984) as an organizing framework, I provide evidence that people will have different reactions to stigmatization depending on primary appraisals—that is, how harmful and self-relevant they appraise it to be—and on secondary appraisals—that is, whether or not they believe that they have the resources to cope with it. My review of the literature suggests that a stronger ingroup identification, stronger identification with a negatively stereotyped domain, chronic beliefs about stigmatization, and beliefs about meritocracy create vulnerabilities to stigmatization because they lead people to appraise stigmatization as more harmful and self-relevant. Furthermore, psychological optimism, a sense of control, self-esteem, as well as high socioeconomic status, a stronger identification with one's ingroup, and positive evaluations of the ingroup create resilience to discrimination because they allow people to perceive themselves as having the resources needed to cope with stigmatization. In conclusion, people will respond to the same potential stressor in different ways, depending on how self-relevant and harmful they perceive it to be and whether or not they perceive themselves as having the resources to cope. Thus, attention should be directed to developing families, communities, institutions, and societies that can provide people with the resources that they need to be resilient.