The COVID-19 pandemic has transformed the teaching and learning process from offline to online and it has challenged all stakeholders, teachers, students, and parents. One of the key variables that work in dealing with the challenge of online teaching and learning is known as the academic coping strategies (ACS). Some studies have confirmed that academic coping strategies positively contribute to students' learning outcomes and students' ability to deal with their academic pressure. Besides, other factors that influence the students' academic coping skills are the students' self-regulation and students' psychological capital. Therefore, the main aim of this research is to examine the correlation between (1) self-regulation and the academic coping strategies; (2) the self-regulation and psychological capital; (3) the psychological capital and the academic coping strategies; and (4) the self-regulation and the academic coping skills through the psychological capital. This research applied the correlational multifactor which took samples from 518 high school and vocational school students. The instruments employed in this research were a personal data information form, self-regulation scale, psychological capital scale for academic purposes, and academic coping strategies scale. The data were analyzed by using the path analysis in AMOS 23. This research revealed that self-regulation directly affects the students' academic coping strategies and psychological capital during online learning in a COVID-19 pandemic. The pedagogical finding of this study can improve the quality of learning during the COVID-19 pandemics which is expected to be applicable not only in Indonesia but also in other countries, particularly in southeast.