Various factors have an influence on which coping strategies are mobilized under specific circumstances, among others, age and gender. The present paper focuses on the interrelationships between the ways of coping and some health-related variables in adolescence. Data were collected among secondary school students (n = 1039) in Szeged, Hungary. Factor analysis of the shortened and adapted version of the Ways of Coping Questionnaire gave a four-factor solution: passive coping, problem-analyzing coping, risky coping, and support-seeking coping. Passive and support-seeking ways of coping were more common among girls, however, this latter way of coping proved to be a more significant correlate of psychosocial health among boys. Both among boys and girls, passive and risky coping factors played a negative role, and problem-analyzing and support-seeking coping factors played a positive role in psychosocial health. Findings suggest that maladaptive coping and psychosocial health problems might form a vicious circle in which risk-taking as a way of coping might play a central role in adolescence. When adolescents dispair of their problems, they often use drugs, smoke, or drink alcohol. They perceive it, however, rather as a form of risk-taking or sensation-seeking than a way of coping. That is why they do not reckon with its harmfulness and future consequences.