Locus of control (LoC) refers to one's expectation that life outcomes and (mis)fortune are driven largely by one's own actions or abilities (internal LoC) or by external factors (e.g., powerful others, chance; external LoC). There is a large literature demonstrating an association between internal LoC and positive mental health outcomes. However, this research is conducted mostly in high-income, Global North settings, with limited consideration of cross-cultural variability. This short report explores how LoC relates to mental health when considered in a less-studied context: in a setting of stark structural violence and in relation to supernatural agents. I conducted a community-based survey in rural Haiti (n = 322) that assessed sent spirit-related locus of control (LoC-S) and mental health. Among individuals experiencing higher levels of daily stressors, depressive and anxiety symptoms were high regardless of LoC-S. However, for individuals facing low-to-moderate daily stressors, external LoC-S (believing one does not have control in relation to sent spirits) was associated with lower depressive and anxiety symptoms, though this interaction did not hold for anxiety after controlling for covariates. Though initially a nonintuitive finding, I contextualize this outcome in relation to ethnographic work in Haiti, showing that the ability to explain misfortune via the supernatural world can serve as a form of blame displacement. In a context where extreme structural violence means that individuals realistically have little control over their lives, an external LoC better reflects lived experience, helping explain the association with better mental health outcomes.