Lesbian, gay, bisexual, and queer individuals have been shown to experience significantly more negative health outcomes than do heterosexual individuals. The current study tested a novel model wherein ego depletion is proposed to moderate the association between identity authenticity (i.e., the degree of positivity and openness regarding one’s sexual identity) and negative behavioral outcomes such as problematic alcohol and drug use and sexual compulsivity. Identity authenticity accounted for significant variance sexual compulsivity only, whereas ego depletion was positively associated with all outcomes. No evidence of moderation was observed. These results suggest that self-regulation effectiveness may offer a previously unexplored account of negative behavioral outcomes among lesbian, gay, bisexual, and queer individuals.