Evidence suggests that exposure to stress and the ways individuals cope with stress are of central importance for prevention of mental health and adjustment problems during childhood and adolescence. Coping may be a moderator, or a protective factor, which increases or decreases the probability of developing mental health problems in response to a stressor. Coping may also be a mediator, which is set off by the stressor and accounts for the resulting symptoms. This article summarizes the relationship between stress and psychopathology in adolescents then discusses the current coping research. It ends by discussing two approaches to preventive interventions using a case study. (Contains 1 figure.)