The central variables of stress, coping, and gambling severity were examined along three lines of inquiry. The first addressed whether adolescents with gambling problems reported a greater number of minor or major stressful (i.e., negative) life events relative to others. The second examined whether more with gambling problems employed less-effective coping styles, such as those characterized as less task- or solution-focused, and more emotion- or avoidance-focused coping. Finally, the third question explored whether adolescents' coping styles mediated the association between stress and gambling severity. Ranging from 11 to 20 years of age, 2,156 high-school students completed instruments assessing gambling involvement, gambling severity, stressful life events, and coping styles. Results indicated that, overall, adolescents with gambling-related problems reported more negative life events relative to social gamblers and non-gamblers. When negative life events were further separated into major and minor events, results revealed that problem gamblers reported more major negative life events but not more minor negative life events relative to others. Results indicated that adolescents with gambling-related problems used less task-focused coping, and more avoidance-focused coping. Males, but not females, who experience gambling-related problems reported using more emotion-focused coping strategies. Finally, emotion-oriented coping was found to mediate the relationship between negative life events and gambling severity. Implications and directions for future research are discussed.