This study explored responsibility attribution (RA) of HIV/AIDS infection (i.e., how an individual perceives the cause of their HIV/AIDS infection) and its relationship to coping styles among injection drug users (IDUs) with HIV/AIDS. In addition, this study investigated whether self-esteem, social support, and religiosity mediate the relationship between RA and coping styles of IDUs with HIV/AIDS. Participants were 201 adult IDUs with HIV/AIDS participating in the National Drug Rehabilitation Center in Malaysia. Five measures were used to assess the above constructs. Cluster analysis, analysis of variance, and mediation analyses were conducted. Results of this study indicated that IDUs with HIV/AIDS in Malaysia can be classified into four homogenous attribution groups: external, fatalistic, internal, and indeterminate. Mediator analyses revealed that combination of self-esteem, social support, and religiosity mediate the relationship between RA and coping behaviors. Clinicians working with IDUs with HIV/AIDS need to address the role of RA, self-esteem, religiosity, and social support as these psychosocial constructs are linked to coping with HIV/AIDS. Future researchers should investigate whether enhancing self-esteem, social support, and religiosity can promote active problem-solving coping and reduce the use of avoidance coping behaviors.