This study evaluated whether measures of psychological well-being, including coping style, are associated with advance care planning (ACP). Data were from the Hematology Communications Study (HEMA-COMM), a prospective observational study of physician-patient communication in patients with hematologic malignancies. ACP was defined as having a living will, having a health care proxy, discussing life support with family or friends and discussing life support with a doctor or nurse. A total of 293 patients participated: only 45 (15%) had all the elements of ACP; 215 (73%) had at least one element of ACP, while 33 (11%) did not engage in ACP. In multivariate analysis, specific coping styles but not other measures of psychosocial well-being were associated with having written ACP. Verbal ACP was associated with patient-reported health and physician estimate of life expectancy. Our study suggests that tailoring ACP discussions to a patient's coping style may increase engagement in ACP.