Youth with emotional and behavioral disorders are often dealing with many challenges such as strained relationships, academic difficulties and family conflict in addition to their clinical symptoms. Youth can access intervention for these challenges in day and residential treatment centers. However, little is known about how these adolescents cope with stress or the strategies they use. The purpose for this study was to explore the ways youth report coping with stress, and in particular the active, passive/depressive and risky strategies they report using in response to stress. A second purpose was to explore the relationships between active, passive/depressive and risky strategies and their self-reported psychological difficulties. Using a crosssectional design, 30 adolescents (12-18 years of age, 79 % female) completed standardized measures of psychological difficulties and coping with stress. Youth reported using a variety of strategies to cope, and endorsed learning to live with it, and doing an activity alone as the two most commonly used. There were robust relationships between active (negative association) and risky behaviors (positive association) with psychological difficulties. Implications for family therapy are discussed.