Four studies were conducted to develop and validate the Coping With Discrimination Scale (CDS). In Study 1, an exploratory factor analysis (N = 328) identified 5 factors: Education/Advocacy, Internalization, Drug and Alcohol Use, Resistance, and Detachment, with internal consistency reliability estimates ranging from 0.72 to 0.90. In Study 2, a confirmatory factor analysis (N = 328) provided cross-validation of the 5-factor model as well as evidence for validity of the scale. The validity evidence was similar across racial groups and for males and females. In Study 3, the estimated 2-week test-retest reliabilities (N = 53) were between 0.48 and 0.85 for the 5 factors. Education/Advocacy, Internalization, Drug and Alcohol Use, and Detachment were positively associated with active coping, self-blame, substance use, and behavioral disengagement, respectively, providing further support for validity of the CDS. Finally, incremental validity evidence was obtained in Study 4 (N = 220), where it was shown that the CDS explained variance in outcome variables (i.e., depression, life satisfaction, self-esteem, and ethnic identity) that could not be explained by general coping strategies. (Contains 1 footnote, 9 tables, and 1 figure.)