The present study examined the effect of parental loss and gender of adolescents on their coping with stress. Sample included those adolescents who had either of their parents died (N=40) and those having both living parents (N=40). It was hypothesized that adolescents with one parent alive would differ in their ways of coping with stress compared to those who have both living parents. It was also hypothesized that there would be gender differences in adolescents' coping. Coping Strategies Questionnaire (CSQ, Kausar, 1996) was used to assess adolescents' coping. Data was analysed using t-test and multivariate analysis of variance (MANOVA). Analyses showed that avoidance-focused coping was the most frequently used and active distractive coping was the least frequently used strategy by the adolescents. Adolescents with both living parents employed more active distractive and religious-focused coping compared to those with one parent alive. Girls employed significantly more strategies to cope with stress compared to boys. Results also revealed interactive effect of parental loss and gender on coping strategies used by adolescents. The findings suggest that death of either of the parents and gender of the adolescent is important determinants of the ways adolescents deal with stress.