Objective: This study investigates cultural and general coping strategies as potential protective or risk factors to risky sexual behaviors (RSBs) and alcohol use in the face of discrimination for Mexican descent college students. Participants: Data collection was conducted from September 2016 to May 2017 and included 796 Mexican descent emerging adults. Methods: Linear regressions were conducted to test main and interaction effects of discrimination, and general and cultural coping strategies on RSBs and alcohol use issues. Results: Higher discrimination experiences were not associated with RSBs or alcohol use issues. Only ethnicity-based coping was found to be a significant moderator to the relationships between discrimination and the outcome variables of RSBs and alcohol use issues. Conclusions: This study has implications for the way mental health clinicians explore the intersection of ethnic identity and coping as a means of understanding the relationship among discrimination, RSBs, and alcohol use issues.