The purpose of this study was to investigate the moderating effects of stress coping style on the relationship between adolescents`` stress and problem behavior. The subjects comprised 527 adolescents in the 1st, 2nd, and 3rd grade of middle school. They completed the measure of the K-YSR, Stress scale, the ways of coping on the stress scale. The date collected in this study was analyzed by means of the SPSS 22.0 statistical program. The results of this study are shown as follows: First, adolescents`` stress affects problem behavior. Second, adolescents`` stress coping style affects behavior problems. Third, emotion-focused and hope-focused coping were found to have significant moderating effects on the relationship between adolescents`` stress and problem behavior. It is meaningful that the baseline data was offered, which can contribute to decreasing and preventing adolescents`` problem behavior.