This study compared stress and coping among 243 migrant and 750 local-born Chinese adolescents in Hong Kong. Findings showed that compared to their local-born counterparts, migrants showed no difference in perceived stress, whereas they were less likely to use withdrawal coping and showed higher self-esteem and less delinquent behavior. Adjustment of migrant adolescents was related to the father's education level and years of residence in Hong Kong. Research and policy implications were discussed.