Macao has been experiencing rapid changes in recent years, residents may find themselves under stress while adapting to the changes. There is a possibility for them to use buying to reduce their stress level. As a result, there is a possibility for developing compulsive buying as a coping mechanism. There is some existing research addressing the relationship between compulsive buying and personality factors (e.g., Huang & Yang, 2010), but not in Macao, and there is no research addressing the relationships between compulsive buying, personality and stress. The purpose of the current study was to examine the relationships between compulsive buying, “Big Five” personality factors, and stress as reflected by daily hassles. The study included 297 people aged 18 to 29 who were born in Macao and have been living in Macao for the past two years. Results indicated that neuroticism was positively correlated to compulsive buying; however, openness and agreeableness were not significantly related to compulsive buying behaviors. Conscientiousness was significantly positively, rather than negatively as expected, related to compulsive buying behaviors. Consistent with predictions, the relationship between extraversion and compulsive buying behavior was not significant. Among neuroticism, openness, and conscientiousness, only neuroticism contributed significantly to the prediction of daily hassles. Neuroticism, openness, and conscientiousness accounted for a statistically significant amount of the variance in compulsive buying, and significantly more than daily hassles alone. After combining the personality variables and daily hassles to predict compulsive buying behaviors, only conscientiousness and daily hassles contributed significantly to the prediction of compulsive buying. Moreover, women reported no more compulsive buying behavior than men, contrary to expectations.