Firearms are one of the central flashpoints in American life, and yet the motivations underlying their ownership have been generally understudied by psychologists. In this paper, I review work from across the social sciences to model the psychological utility that people get from gun ownership. I propose the Coping Model of Protective Gun Ownership, arguing that those who own their weapon for protection are using their gun symbolically as an aid to manage psychological threats - to their safety, control, and sense of belongingness - that come from their belief that the world is a dangerous place and that society will not keep them safe. I discuss the ramifications of this coping strategy and present a research agenda for exploring this framework.