A questionnaire study was conducted to examine relationships between attributional style and some common problems in adaptation. College students completed scales measuring depression, loneliness, and shyness. In addition, they completed a questionnaire measuring attributional style on four causal dimensions (locus, globality, stability, and controllability), for four types of situations (interpersonal success, noninterpersonal success, interpersonal failure, and noninterpersonal failure). The results of a series of regression analyses led to the following conclusions: (a) Controllability is the most important dimension in predicting depression, loneliness, and shyness; (b) Locus of attributions for failure contributes significantly to prediction of these problems? (c) The globality and stability dimensions do not add significantly to problem prediction? (d) Attributional style predicts each one of the three problems especially well when attributions are measured for the types of situations that are particularly relevant to that problem. These results have implications for attributional models of depression, loneliness, and shyness.