People’s beliefs about their ability to control their emotions predict a range of important psychological outcomes. It is not clear, however, whether these beliefs are playing a causal role, and if so, why this might be. In the current research, we tested whether avoidance-based emotion regulation explains the link between beliefs and psychological outcomes. In Study 1, a perceived lack of control over emotions predicted poorer psychological health outcomes, and avoidance strategies indirectly explained these links between emotion beliefs and psychological health. In Study 2, we experimentally manipulated participants’ emotion beliefs by leading participants to believe that they struggled or did not struggle with controlling their emotions. Participants in the low regulatory self-efficacy condition reported increased intentions to engage in avoidance strategies over the next month and were more likely to avoid seeking psychological help. When asked if they would participate in follow-up studies, these participants were also more likely to display avoidance-based emotion regulation. These findings provide initial evidence for the causal role of emotion beliefs in avoidance-based emotion regulation, and document their impact on psychological health-related outcomes.