Understanding how consumer learning is used to cope with stressful consumption experience is important in today’s competitive marketplace. According to the Customer Dissatisfaction Study (2006), only 6 percent of consumers who experience a problem try to learn about solutions with some help from firms. By understanding how consumers and learn cope and handle service failure, firms can enhance their service recovery process to effectively deal with consumers’ frustration. This knowledge can positively impact corporate image, consumer repurchase intentions, satisfaction, and loyalty (e.g., Mittal and Kamakura 2001). As such, the current research aims at providing insight on the importance of situated learning in coping with stressful consumption experiences. Situated learning takes into consideration the context as well as existing consumer knowledge in shaping an individual’s ability to cope with stressful service experiences. The interaction with the environment and other individuals, the context of these interactions, and the role of individual cognition through mental models play an important role in situated learning. Such interplay is pivotal in mediating the ability of individuals to cope with unfavorable service episodes. Past research has alluded to learning process in the context of coping (Duhachek 2005; Endler and Parker 1990; Pavia and Mason 2004). Extant research has highlighted the importance of in situ learning as an essential mechanism to coping with anxiety and stress. However, previous research has considered learning as a component of coping. We believe that situated learning is a construct separate from coping that requires further exploration. Therefore, in this research we aim to establish the link between situated learning and coping. We also identify key antecedents of situated learning and relate such antecedents of need for control, need for closure and trust to the central concept of psychological closeness to the consumption problem at hand, which has a positive influence on situated learning and coping. We study the model in context of eastern (China) and western (USA) cultures. Data was collected using online surveys in USA and China. Individuals who have encountered stressful service situations were requested to undertake the survey. The items used to represent various latent variables were pretested in both the cultures to ensure face and content validity. The sample comprised of a total of 318 (186 U.S. and 132 Chinese) participants. Structural equations modeling was used to analyze the data. Exploratory and confirmatory factor analyses were conducted, the latter resulted in good fit for the model. Next, using Steenkamp and Baumgartner’s (1998) guidelines for cross-cultural studies, the measurement equivalence of the measurement variables was tested. Finally, the structural model was tested. For U.S. consumers, need for control, need for closure and trust positively influenced psychological closeness to the consumption problem, which positively affected situated learning and coping. For Chinese consumers, need for closure and trust had a direct influence on psychological closeness. However, there was no relationship between psychological closeness and situated learning, suggesting that the antecedents of need for control and need for closure had a direct effect on situated learning, which positively affected coping. This means that unlike U.S. consumers, Chinese consumers did not necessarily aligned themselves closely to the problem to learn about them. Their need for control and need for closure directly affected their situated learning, which in turn, had a positive influence on coping. Interestingly, unlike U.S. consumers, Chinese consumers did not trust their service providers enough to help them learn and cope.