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This paper disentangles a number of closely related cognitions by dividing them into the categories of defensive and functional optimism. Optimistic biases in risk perception are discussed that may represent barriers in the adoption of preventive health behaviors. Instead of defensive optimism, some sense of vulnerability is seen as indispensable for behavioral change operating jointly with beliefs about positive health outcomes, instrumental actions, and appropriate coping resources. A distinction is made between three kinds of functional optimism that depend either on attributional style, outcome expectancies, or personal agency. Findings are presented that corroborate the strength of these constructs in predicting health outcomes. In terms of health behavior change, it is argued that optimistic self-beliefs are the most beneficial because of their operative power that helps to set goals, initiate actions, and maintain motivation.