The coping styles of focusing on a stressor (i.e., trauma focus), and moving beyond the emotional impact of a stressor (i.e., forward focus), have both been found beneficial to psychological adjustment. This study investigated whether these two coping styles are similarly associated with adjustment across levels of perceived controllability and beyond European-American contexts. During China’s peak of air pollution in 2014, we surveyed 250 young- to middle- aged adults online to measure their coping behaviors, smog perceptions, and psychological distress, and collected objective data of pollution severity in the respondents’ cities. Results showed that forward-focus coping was generally associated with lower distress and trauma-focus coping was associated with greater distress. Perceived controllability significantly moderated the associations between trauma focus (but not forward focus) and distress. These findings suggest that while forward focus correlated with beneficial adjustment outcomes in coping with air pollution, the extensive processing of event-related cognitions and emotions in trauma focus may be detrimental, especially for events perceived to be less controllable. We discussed the implications of our findings within an interdependent cultural context.