Entrepreneurs are often known to operate in dynamic environments that can include financial constraints, rapid change, uncertainty, and other conditions known to induce high levels of stress (Baron et al., 2013). Empirical evidence suggests that stress, especially stress that is prolonged and intense, is related to a wide range of harmful outcomes (Ganster & Rosen, 2013). However, recent research suggests that entrepreneurs, as a group, generally self-select into entrepreneurship and therefore counter-intuitively experience lower levels of occupational stress (Baron et al., 2013). Drawing on extant research and Fiedler and Garcia’s (1987) Cognitive Resource Theory, our study’s multi-method design can further enhance understanding of this phenomenon and allow stronger causal inferences for untested critical assumptions regarding entrepreneurs’ stress management and how it affects entrepreneurial outcomes.