The relationship between humor and coping with stress was investigated for trainees in a course for combat NCOs in the Israel Defense Forces. Measures of humor through self-report and peer-ratings were administered to 159 soldiers. Coping with stress was assessed through ratings by commanders and peers, and through final course grades. The findings showed that humor as rated by peers (but not by self-report) was positively related to performance under stress. This was especially true for active humor (self-produced as opposed to reactive humor). No differences were found between individuals characterized by self-directed humor and other-directed humor in performance under stress. The implications in terms of humor theories and further research are discussed.