The current research extended the implicit theory approach to a weight management context and merged it with value expectancy theory. Three studies investigated the hypothesis that individuals are especially unlikely to self-regulate effectively after dieting setbacks when they believe body weight to be fixed (entity theory) rather than malleable (incremental theory). Study 1 examined avoidant coping after a hypothetical dieting setback. Study 2 examined the implicit theory-avoidant coping relation after naturally occurring challenges to participants' weight-loss goals. Across both studies, entity theorists, relative to incremental theorists, reported more avoidant coping after setbacks. In Study 2, avoidant coping, in turn, predicted difficulty achieving weight-loss success. Study 3 manipulated implicit theories of weight to test the causal effects of implicit theories on effortful regulation. Entity theorists, relative to incremental theorists, reported less persistence following setbacks. Across the three studies, expectations about the potential for future dieting success mediated the link between implicit theory and self-regulation.