This study is aimed to assess the effect of both employability and personal resources, in terms of pro-activity and self-efficacy, on the relationship between job insecurity and psycho-social distress. Using survey data from 211 participants, among employed, unemployed and workers in transition, we analyzed the incidence of employability, pro-activity and self-efficacy on psycho-social distress. Our results showed that the above-mentioned variables significantly differed by participants' gender and age. The structural theoretical model proposed to assess the significance of the hypothesized paths exhibited good fit with the data. Thus, all our hypotheses were supported. Findings are in line with previous research, and practical implications may give significant effects when applied in new labor policies undertaken by local governments.