This study explored the associations between the frequency and effectiveness of habitual stress coping strategies on physiological and psychological stress responses to an acute laboratory stressor in adolescents with overweight/obesity (51 adolescents; 47% female; ages 14-19 years). Coping strategies were assessed using the Schoolager's Coping Strategies Inventory. Acute physiological stress responses were measured as salivary cortisol and α-amylase output during the Trier Social Stress Test and during a control condition. Acute psychological stress was measured using a Likert-type scale, and systolic blood pressure (SBP) and heart rate were measured at baseline. Results revealed that higher coping effectiveness was associated with lower log-based α-amylase during the stress (β = -0.025, p = 0.018) and control (β = -0.030, p = 0.005) conditions, but not with cortisol across either condition (all ps > 0.05). SBP moderated the association between coping effectiveness and α-amylase during the stress condition, with higher coping effectiveness associated with lower α-amylase only among individuals with lower SBP (β = 0.002, p = 0.027). Coping frequency was not associated with cortisol responses, neither was habitual stress coping strategies associated with psychological stress (all ps > 0.05). These findings provide preliminary evidence that effective use of stress coping strategies may provide a dampening effect on sympathetic activity in an at-risk adolescent population. © 2020 John Wiley & Sons Ltd.