This study investigated the impact of Asian values (i.e., collectivism, conformity to norms, emotional self-control, family recognition through achievement, filial piety, and humility) on psychological distress and the role of avoidant coping as a potential mediator among East Asian Americans. The data were based on the self-reports of 328 undergraduate students who self-identified as East Asian and responded to a twenty-minute online survey. Hierarchical regressions were conducted to test the mediation effect of avoidant coping in the relationship between Asian values and psychological distress. The findings revealed that Asian values acted as a significant predictor of anxiety but not for depression. Furthermore, avoidant coping mediated the relationship between Asian values and anxiety, suggesting that Asian American participants who endorsed strong adherence to Asian values utilized more avoidant coping, which led participants to experience greater levels of anxiety. Based on these findings, this paper makes suggestions for how mental health providers can effectively work with East Asian Americans and discusses future directions for research.