This study examines data on self-report coping behaviour, life events and symptoms of anxiety and depression in a general population sample of 827 female twin pairs. Factor analysis identified three almost uncorrelated coping factors: turning to others; problem solving; and denial. Turning to others and problem solving were negatively and denial was positively related to levels of anxiety and depression. Turning to others and problem solving buffered the depressogenic and anxiogenic effects of stressful life events, while denial exacerbated the anxiogenic effects of life events. Structural equation model-fitting indicated that twin resemblance in turning to others and problem solving could be explained entirely by genetic factors with an estimated heritability of 30 and 31%, respectively. For denial, twin resemblance could be best explained by familial-environmental factors accounting for 19% of the total variation. Genes may affect the vulnerability to psychiatric disorders in part by influencing coping behaviour.