Coping by young people relates to both current and future well-being and is integral to the educational, clinical, and counselling arenas. This paper examined the relations between frequency of use and perceived efficacy of two coping styles (active and negative avoidant), and their relationship to well-being and distress in a sample of 870 adolescents. Students completed the short form of the Adolescent Coping Scale and the Reynolds' Scale of Wellbeing. Factor analysis of the former identified two coping styles. Greater use of negative avoidant coping correlated with less well-being and greater distress, and active coping correlated positively with greater well-being and positively with distress for girls only. However, relations with active coping became nonsignificant once coping efficacy was statistically controlled. Adolescents' wellbeing can be improved if adolescents are helped to minimize their use of negative avoidant coping strategies and to increase their use of active coping.