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Six studies were conducted to determine if, to what degree, and why distress occurs when a psychologically or a physically close, rather than distant, other is rewarded over oneself. It was hypothesized that increased proximity results in greater distress because we tend to see ourselves as similar to close others, particularly psychologically close others, and because proximity, either spatial or emotional, increases expectations of future interactions in which we will be reminded of the benefit to other. Three exploratory studies that manipulated physical and psychological closeness and three refined studies that included manipulations of similarity or future interactions revealed that benefits to another who is psychologically or physically proximal are equally distressing, but the mediators of distress differ. There are clear paths from perceived similarity to perceived injustice to distress when a psychologically close other is benefited relative to oneself. When a physically close other is benefited, distress is mediated by expected reminders of other's benefit rather than perceived similarity and perceived injustice.