The purpose of the study was to identify the interdependence of the process of hardiness and psychological capital of the individual. The hardiness of the individual is considered as the main resource for turning life events into new opportunities and experience, despite the external pressure. The concept of psychological capital has relatively recently come into use. It expresses the general resource state of a person and is formulated as a property that makes it possible to evaluate one's achievements in life, and one’s potential. The article analyzes the theories of the personality hardiness and psychological capital in foreign and domestic psychological science and the relationship of a number of similar concepts and phenomena in it; the main components, characteristic features and the main signs of their interdependence. The conclusion drawn is  based on the data of theoretical analysis and experimental research of the properties of personality and psychological capital. The experimental study covered individuals aged 19 to 25 (N=35). In the course of the study, two methods were used: "Hardiness test" (S. Maddi) and the test "Psychological capital" (F. Luthans). It was found that the basis of the interdependence between the components of hardiness and psychological capital are the following distinctive features – the relationship between "commitment" and "self-efficacy", the relationship between "commitment" and "optimism", the relationship between" control "and "self-esteem", the relationship between "challenge" and "self-esteem".