Coping-or how one routinely deals with stress-is a complex behavioral trait with bearing on chronic disease and susceptibility to psychiatric disorders. This complexity is a result of not only underlying multigenic factors, but also important non-genetic ones. The defensive burying (DB) test, although originally developed as a test of anxiety, can accurately measure differences in coping strategies by assaying an animal's behavioral response to an immediate threat with ethological validity. Using offspring derived from reciprocal crosses of two inbred rat strains differing in DB behaviors, we provide convergent phenotypic and genotypic evidence that coping styles are inherited in an X-linked fashion. We find that first-generation (F(1)) males, but not females, show maternally derived coping styles, and second-generation (F(2)) females, but not males, show significant differences in coping styles when separated by grandmaternal lineage. By using a linear modeling approach to account for covariate effects (sex and lineage) in QTL analysis, we map three quantitative trait loci (QTL) on the X Chromosome (Chr) ( Coping-1, Approach-1, and Approach-2) associated with coping behaviors in the DB paradigm. Distinct loci were associated with different aspects of coping, and their effects were modulated by both the sex and lineage of the animals, demonstrating the power of the general linear modeling approach and the important interplay of allelic and non-allelic factors in the inheritance of coping behaviors.