Research has shown that the use of maladaptive coping strategies and difficulties in regulating mood are linked to increasing risk of suicide. This study measured the impact of coping and emotion regulation on suicidal behavior in a sample of Asian students. The aim was to determine whether different coping strategies and methods of expressive suppression and cognitive reappraisal would be associated with suicidal behavior. One hundred and twenty undergraduate students were recruited from The Open University in Hong Kong and all completed questionnaires that measured coping, emotional regulation, and suicidal behavior. The results showed that increased avoidance coping was associated with increased suicidal behavior, whereas increased cognitive reappraisal was associated with reduced risk of suicidal behavior. Specifically, in an Asian student population, avoidance coping appears to be a risk factor for suicide, while cognitive reappraisal may be seen as a positive, protecting strategy.