The external and internal resources that individuals bring to the coping process have been the focus of increasing theoretical and empirical research. Within the framework of conservation of resources theory (Hobfoll, 1989, 2002) this study examines the interplay between school-, teacher- and peer-connectedness, and mastery, coping self-efficacy and coping behaviours in a sample of 300 9th and I Oth grade high-school students. Structural equation modelling analyses supported predictions that coping self-efficacy and mastery mediate the effects of school connectedness factors on the utilisation of nonproductive coping strategies. While coping self-efficacy partially mediated the relationships between school connectedness factors and productive coping behaviours, contrary to expectations this relationship was not partially mediated by mastery. These results support a cognitive mediational model of coping resources and may have implications for school-based intervention programs that promote positive coping in adolescence.