The objective of this questionnaire study was to investigate how Swedish adolescents (n = 321) cope with climate change and how different coping strategies are associated with environmental efficacy, pro-environmental behavior, and subjective well-being. The results were compared to an earlier study on 12-year-olds, and the same coping strategies, problem-focused coping, de-emphasizing the seriousness of the threat, and meaning-focused coping, were identified. As in the study on children, problem-focused and meaning-focused coping were positively related to felt efficacy and environmental behavior, while de-emphasizing the threat was negatively related to these measures. As expected, the more problem-focused coping the adolescents used, the more likely it was that they experienced negative affect in everyday life. This association was explained by the tendency for highly problem-focused adolescents to worry more about climate change. In contrast, meaning-focused coping was positively related to both well-being and optimism. When controlling for well-known predictors such as values and gender, meaning-focused and problem-focused coping were independent positive predictors of environmental efficacy and pro-environmental behavior, while de-emphasizing the threat was a negative predictor of pro-environmental behavior. The results are discussed in relation to coping theories and earlier studies on coping with climate change.