The social cognitive perspective on socioeconomic status (SES) or social class assumes that SES is associated with people’s perception of social events. The study extends this assumption to SES differences in problem attributions. We hypothesized that compared to lower-class individuals, upper-class individuals will be inclined to attribute the cause of problem situations as being internal, changeable, and controllable and as something for which they are personally responsible for the solution. We further hypothesized that this relationship would be mediated by the individual’s sense of control. Self-report data and responses to vignettes were collected from a sample of Chinese university students. The results and mediation analysis support the hypotheses. The results provide further evidence for social cognitive consequences of SES and point to the important role of sense of control.