Purpose. This study was designed to evaluate the extent to which, and how, anxiety and depression could be predicted among incarcerated male young offenders.Methods. In a two‐stage prospective study over 3 months, scores on new ‘Stress’ and ‘Coping’ scales designed specifically for present purposes using information given by the offenders themselves were, together with first stages scores on the Eysenck Personality Questionnaire (EPQ‐R Short Scale; Eysenck&Eysenck, 1975), the Culture‐Free Self‐Esteem Inventory (CFSEI Second Edition; Battle, 1981), the Emotion Control Questionnaire (ECQ2; Roger&Najarian, 1989) and the Coping Styles, Questionnaire (CSQ; Roger, Jarvis,&Najarian, 1993) regressed on second stages scores on the Hospital Anxiety and Depression Scale (HADS; Zigmond&Snaith, 1983).Results. HADS Anxiety scores were accounted for by scores on the new ‘Stress’ questionnaire, Aggression Control, and an interaction of ‘Stress’ scores with Rational coping. HADS Depression scores were accounted for by ‘Stress’ scores, EPQ Extraversion and an interaction of ‘Stress’, EPQ Extraversion and EPQ Liar scores. In addition, a three‐component interaction term comprising ‘Stress’, ‘Coping’ and EPQ Psychoticism scores predicted both anxiety and depression. The implications of this interaction are explored in detail.Conclusions. The results have important repercussions for the psychological well‐being of incarcerated young offenders, some of whom are vulnerable and possibly prone to parasuicidal behaviour. Fundamental changes in the young offender culture are a preferred option in mitigating the psychological effects of detention than the encouragement of coping behaviour