This study examined preschoolers' self-reported coping strategies in response to several stressor contexts, the relations of coping and family environment to children's problem behavior, and the extent to which coping moderates the relation between family environment and preschoolers' psychological adjustment. Fifty-eight preschool children and their caregivers participated in this project. Caregivers completed measures of family environment and child behavioral problems. Children's cognitive development, behavioral maturity, and coping strategies were assessed at their daycare center. Children's responses to vignettes describing mastery, parent-child, peer, and separation stressor situations were coded. Age effects in coping were found. Problem approach coping, total coping efforts, and family expressiveness and cohesion were negatively related to children's problem behavior, whereas children's no-coping responses were positively related to problem behaviors. Results showed that coping responses did not vary substantially across stressor contexts. Regressions revealed some support for coping as a moderator of the relation between family conflict and children's externalizing problems, and cohesion and internalizing problem behaviors. The findings suggest that children's coping, and family expressiveness and cohesion serve a protective function.