This article reports the results of a preliminary study of ways that self-serving biases contribute to the maintenance of the cultural stereotype of the premenstrual woman. Self-serving biases such as illusory optimism and the false uniqueness effect lead individuals to believe that they are better than average and less likely to have negative experiences. Thus, even though individual women’s premenstrual symptoms are mild to moderate, they accept the stereotype because they believe that other women’s symptoms are worse than their own. Participants were 92 undergraduate women from two small colleges in southern New England. They completed measures of optimism, locus of control, and premenstrual symptoms and answered a series of questions about the incidence of PMS. Participants showed a significant tendency to believe that other women’s premenstrual symptoms are worse than their own. In addition, women who were high in optimism were significantly less likely to believe that they could be diagnosed with PMS, and they had significantly lower scores on the pain and behavior change subscales of the Menstrual Distress Questionnaire than did those low in optimism.