This study examined coping, effortful control, and mental health among 65 youth (ages 9-15) residing in families where at least one parent was serving in the United States military. Parents provided basic demographic and deployment information. Youth reported on their coping, effortful control, and adjustment using standardized self-report measures. Results indicate that youth residing in military families report elevated levels of conduct problems according to established clinical norms. However, study findings also indicate that effortful control and maternal support act as important protective factors against the development of conduct problems and emotional symptoms, whereas avoidant coping is associated with greater emotional symptoms. No significant differences emerged among youth of recently deployed versus non-deployed parents. Findings are discussed in light of current stressors on military youth and families, and in terms of their implications for successful intervention and prevention programming. (Contains 4 tables.)