In this study we have succeeded to render an authentic image of Romanian adolescents in terms of EI, coping strategies, and self-esteem. The study involved 211 adolescents aged between 15 and 18, who attend high school in Bucharest. The aim of the study was to identify the relationships between EI and coping strategies, EI and self-esteem, but also the mediating role of self-esteem in the relationship between EI and coping strategies. Three psychometric instruments were used: TEIQue ASF for the assessment of EI, the Self-Perception Profile for Adolescents for self-esteem, and CERQ for coping strategies. The results have shown that EI predicts the nature of the coping strategies chosen by adolescents when confronted with stressful situations. Also, self-esteem has proven to be a significant mediator only in the relationship between EI and maladaptive coping, improving its effects, but not in the relationship between EI and adaptive coping.