The main purpose of this study was to examine the relationships among gratitude, social support, coping style, and well-being. In total, 750 undergraduate participants completed four inventories measuring the variables of interest. Analyses of structural equation modeling found that gratitude had direct effects on undergraduates’ active coping styles, social support, and well-being. In addition, gratitude had indirect effects on undergraduates’ well-being via an active coping style and social support, and social support had direct effects on undergraduates’ active coping styles. These results support the proposed model of well-being and contribute to the understanding of how gratitude influences undergraduates’ well-being via interpersonal and cognitive variables.