This research examined whether stigma diminishes people's ability to control their behaviors. Because coping with stigma requires self-regulation, and self-regulation is a limited-capacity resource, we predicted that individuals belonging to stigmatized groups are less able to regulate their own behavior when they become conscious of their stigmatizing status or enter threatening environments. Study 1 uncovered a correlation between stigma sensitivity and self-regulation; the more Black college students were sensitive to prejudice, the less self-control they reported having. By experimentally activating stigma, Studies 2 and 3 provided causal evidence for stigma's ego-depleting qualities: When their stigma was activated, stigmatized participants (Black students and females) showed impaired self-control in two very different domains (attentional and physical self-regulation). These results suggest that (a) stigma is ego depleting and (b) coping with it can weaken the ability to control and regulate one's behaviors in domains unrelated to the stigma.