Few published studies have looked at the moderating role of coping styles on the association between stress reactivity and internalizing/externalizing problems despite theory suggesting that particular constellations of stress reactivity and coping may be uniquely problematic. The present study aimed to test the interactive effects of coping and psychophysiology on self- and parent-report broad-spectrum problems in a normative adolescent sample. Sixty-six late adolescents (ages 16-17; 60% female, 13% ethnic minority) completed questionnaires on coping, stressful life events, and behavioral/emotional problems, with parents also providing data on problems. In addition, skin conductance and heart rate data were obtained during a brief interview designed to elicit the feeling of reexperiencing a recent stressful experience. Path analytic results suggested evidence for several interaction effects between coping and skin conductance. Most commonly, the pattern of effects was consistent with a buffering effect for productive (or problem-focused) coping strategies against elevated internalizing and externalizing problems for individuals who demonstrated high physiological stress reactivity. Evidence for interaction effects related to respiratory sinus arrhythmia was less frequent and less consistent with a priori hypotheses. Although our cross-sectional results should be interpreted cautiously, the interactions reported here suggest that improving coping skills may be particularly beneficial for youth with high psychophysiological arousal.