The author investigates what challenges four international students (Vietnamese, Filipino, Brazilian, and Chinese) faced and how they coped with these dilemmas in a Japanese language program during the first semester in 2014. Multiple apparatuses (e.g., field notes, face-to-face oral interviews, focal group conversations, and semi-structured written interviews) were employed to triangulate the data. The findings show four major challenges: Personal psychological issues, general living issues, sociocultural issues, and Japanese language issues. Additionally, supporting group, positive attitude, interaction with Japanese friends, financial assistance, and useful learning strategies are identified as coping strategies. The results will provide implications for international students as well as language instructors and program coordinators in a higher education institution to better assist the international students.