This study assessed the learning perception of undergraduate medical students on three types of teaching (classical/online/hybrid), in relation to coping strategies, stress, and social support, in the context of the SARS-CoV-2 pandemic. Additionally, we explored gender differences and the perceived usefulness of teaching. 201 students (48 men, 153 women; mean age = 22.900, SD = 2.830) participated in the study. They answered a Multidimensional Scale of Perceived Social Support, a Brief Cope Scale, a Student-life Stress Inventory, a visual analog scale for usefulness, and a survey collecting their perceptions about learning across teaching types. Results point out a preference for classical teaching, followed by the hybrid and online formats. Online teaching was identified as more advantageous in terms of time management and seeking information. Denial and substance use were statistically associated with poor communication, bad time using, and impaired learning. Both stress and social support had ambivalent associations with learning perceptions. Gender differences were limited to behavioral disengagement and higher social support perceived by women. Although classical teaching was globally perceived as the most useful, online teaching was considered desirable by male urban respondents. These data may contribute to the strategic growth and refinement of web-based teaching methods in medical universities.