The present study investigated individuals with slight, marked and extreme fear of being laughed at (gelotophobia) (Ruch and Proyer 2008a). Altogether 640 individuals filled in the GELOPH<15> (Ruch and Proyer 2008b) online and 228 filled in a paper and pencil version. In both samples principal components analyses of the 15 items were computed for subgroups of individuals exceeding the cut-off point for slight gelotophobia (i.e., 2.5). All solutions between one and five factors were examined but a three-factor-solution seemed most preferable. These positively correlated components were interpreted as coping with derision (by control, withdrawal, internalizing), disproportionate negative responses to being laughed at, and paranoid sensitivity to anticipated ridicule. The latter two are seen specific to gelotophobia while the former might be shared with social anxiety in general. In the hierarchical factor analysis the more unspecific coping factor did split up further into three factors of control, withdrawal, and internalizing, while the two gelotophobia-specific factors stayed stable between the three- and five-factor solutions. These three factors yielded different correlational patterns. Coping with ridicule was higher among females and among the older while there were no differences for the other two factors. Furthermore, people reporting having been bullied were higher in defensive coping with ridicule and had stronger disproportionate negative responses to being laughed at than those who were not bullied. Results are discussed within a framework for future studies of individuals with higher levels of this fear. In particular, the computation of subscales is recommended when the focus lies on the extreme scorers.