AbstractStress coping theories suggest that the effectiveness of coping depends on the level of stress experienced. Existing research shows that efforts to cope with high levels of peer victimization may not prevent subsequent peer victimization. Additionally, associations between coping and peer victimization often differ between boys and girls. The present study included 242 participants (51% girls; 34% Black, 65% White; Mage = 15.75 years). Adolescents reported on coping with peer stress at age 16 and on overt and relational peer victimization at ages 16 and 17. Greater use of primary control engaged coping (e.g., problem‐solving) was associated positively with overt peer victimization for boys with higher initial overt victimization. Primary control coping was also associated positively with relational victimization regardless of gender or initial relational peer victimization. Secondary control coping (e.g., cognitive distancing) was associated negatively with overt peer victimization. Secondary control coping was also associated negatively with relational victimization for boys. Greater use of disengaged coping (e.g., avoidance) was associated positively with overt and relational peer victimization for girls with higher initial victimization. Gender differences and the context and level of stress should be considered in future research and interventions related to coping with peer stress.