This research builds upon Merton's perspectives of a goals‐means disjunction and modes of adaptation to stress to better understand the difficulties experienced by Chinese students residing in the United States. In‐depth and multiple interviews with 25 Chinese students revealed ways they managed anxiety and frustration. The findings indicate that although the majority of Chinese students are conformists (including ritualists, retreatists, and rebellionists), some of them have circumvented troublesome immigration regulation. Merton's paradigm continues to show utility not only as a theory of deviance, but also as a general approach to understanding disadvantaged people's adaptation to an anomic situation.