Punishing wrongdoers is beneficial for group functioning, but can harm individual well-being. Building on research demonstrating that punitive motives underlie free will beliefs, we propose that free will beliefs help justify punitive impulses, thus alleviating the associated distress. In Study 1, trait-level punitiveness predicted heightened levels of anxiety only for free will skeptics. Study 2 found that higher state-level incarceration rates predicted higher mental health issue rates, only in states with citizens relatively skeptical about free will. In Study 3, participants who punished an unfair partner experienced greater distress than non-punishers, only when their partner did not have free choice. Studies 4 and 5 confirmed experimentally that punitive desires led to greater anxiety only when free will beliefs were undermined by an anti-free will argument. These results suggest that believing in free will permits holding immoral actors morally responsible, thus justifying punishment with diminished negative psychological consequences for punishers.