The article addresses the issue of coping behavior and coping strategies of students at a pedagogical university. Models of coping with stress, coping tasks, coping strategies, and personal coping resources are defined. The main approaches to the study of coping behavior, classifications of coping behavior in the interpretation of domestic and foreign researchers are highlighted. The connection between the coping strategies of pedagogical university students and their value orientations, readiness for pedagogical activity, neuropsychological characteristics, self-attitude, and defensive mechanisms of the personality is traced. Empirically, the adaptive and maladaptive coping strategies inherent to students of a pedagogical university, their situational and personal anxiety, as well as the relationship between anxiety and the prevailing coping strategies of future special education teachers are revealed.