Distress tolerance (DT), or the ability to withstand psychological distress, is a popular construct in the psychological literature. However, research has not specified the nomological network of DT across self-report measures. The purpose of the current investigation was to understand what personality features, environmental stressors, current affective states, and behaviors contribute to DT in two different samples: college students and those in residential substance use treatment. Correlations revealed that self-reported DT was most strongly associated with trait negative emotionality, state negative affect, impulsivity, and perceived stress. In comparisons across samples, self-harm exhibited a stronger relationship with self-reported DT in the drug treatment than in the student sample, whereas perceived stress had a stronger association in the student sample. Correlations between self-report and behavioral measures of DT were nonsignificant. To understand this lack of associations, associations of outcomes with behavioral measures were assessed. In contrast to self-reported DT, behavioral DT was more closely related to achievement orientation, state negative affect, and state positive affect, but was not significantly related to psychopathology and maladaptive behaviors. It is necessary to continue investigating the construct validity of behavioral DT measures via the use of incremental utility analyses and experimental approaches.