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This study extends limited work on the psychological correlates of student weapon carrying by examining the gendered relationship between psychological difficulties (self/family history of institutionalization/treatment, fear of crime, anxiety/depression, low self-control), the “Big Five” personality dimensions (openness, conscientiousness, extraversion, agreeableness, neuroticism), and school-based firearm and other weapon carrying. The data for this study come from the Rural Substance Abuse and Violence Project (RSVP)—a four-year longitudinal study of students from both rural and urban areas in Kentucky from 2001 to 2004. While data were collected from students across four waves, this study analyzes two sub-samples due to anxiety/depression (an indicator of psychological difficulty) only being available in Waves 1 and 2, while personality measures (Big 5) were only available in Waves 3 and 4. Gender-specific binary logistic regression models are estimated in order to examine the relationships between the psychological variables and gun and other weapon carrying among students. Additionally, multinomial logit regression models are used to examine the reasons for firearm carrying among students who reported carrying to school, with a focus on the reasons of safety, anger/spite, and acceptance from others in comparison to “other reasons” for carrying.