Conceived of as a stable trait, locus of control has been linked with psychological and physical health outcomes. We investigated whether locus of control operates as a state variable, whether variation in daily locus of control is associated with anxiety and stressful events, and whether it predicts daily health behaviors and symptoms. Using a daily diary study of pregnant couples, we found daily variation in locus of control was predicted by daily hassles and anxiety such that high same-day and previous-day anxiety and hassles were associated with reports of lower levels of control. Furthermore, daily locus of control was positively associated with positive health behaviors and predicted negative health symptoms. These results provide evidence for a social learning perspective on the development and maintenance of individuals’ sense of control and suggest that locus of control should be considered both a state- and trait-level construct in future research.