Although academic pressures are regarded as a primary source of stress among students in Asian countries, there has been paucity of research on the effects of classroom settings providing structure and peer support on Asian adolescents' use of coping strategies and academic burnout. The present study was intended to address this issue. Three hundred seventy-four 8th Grade Taiwanese students completed a self-reported survey that assessed their perceived classroom structure along with peer support, academic coping, and burnout. Results of structural equation modeling indicated that the full mediation model was well supported by the empirical data. Students' use of coping strategies played a mediational role in relationships between perceived classroom environment and academic burnout. Perceived classroom structure and peer support impact students' choices of coping strategies significantly. Their use of academic coping, in turn, exerted significant influences on burnout experiences. Additionally, students' academic coping and burnout experiences varied with different levels of perceived classroom structure and peer support. Students who perceived higher levels of classroom structure and peer support tend to adopt engagement and support-seeking coping when faced with academic challenges. Moreover, these students displayed lower levels on the indicators of academic burnout.