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This study explored the mediating effect of emotional intelligence (EI) and coping strategies on problem behaviours in Australian adolescents. One hundred and forty‐five adolescents (60 boys and 85 girls with a mean age of 12.02 years) completed self‐report instruments of EI, stress coping strategies, and problem behaviours. The relationships between Emotional Management and Control and engagement in internalising and externalising behaviours were found to be mediated by the use of non‐productive coping strategies. Mediation models of the relationship between problem behaviours and the Understanding Emotions and Emotional Recognition and Expression dimensions were found to be only partially mediated by the engagement in problem‐focused and non‐productive coping strategies. The results are discussed in regards to how coping strategies utilised in adolescence may produce more or less …