This study aims to explore various psychosocial correlates associated with how Chinese react to death and dying. A total of 282 Chinese college students participated in this study. They completed the Death Anxiety Scale, the Revised Death Anxiety Scale, and the Multidimensional Fear of Death Scale, as well as measures on self-efficacy and health locus of control. Results showed that younger as compared with older participants and women as compared with men tended to be more death anxious. Those with low levels of self-efficacy and external health control orientations were more likely to report a high level of death anxiety. Only a weak association was found between internal health locus of control and fear of conscious death. Limitations of the study were also discussed.