The relation of seven coping dimensions to substance (tobacco, alcohol, marijuana) use was tested with a sample of 1,668 participants assessed at mean age 12.5 years and two yearly follow-ups. An associative latent-growth model showed one index of engagement (behavioral coping) to be inversely related to initial level of adolescent use and growth over time in peer use. Three indices of disengagement (anger coping, helpless coping, and hangout coping) were positively related to initial levels of peer use and adolescent use and to growth in adolescent use. Life stress was positively related to initial levels for peer use and adolescent use and to growth in adolescent use. Moderation tests indicated that effects of coping were significantly greater at higher level of stress; behavioral coping buffered the effects of disengagement. Effects of life stress were greater for girls than for boys. Results are discussed with reference to mechanisms of coping-substance use relationships.