The aim of the present study is to investigate the applicability of two models of the influence of coping on personality and behavioral problems (the additive and mediational one). This study investigate comparatively the explanation models of coping and health in adolescents using the theoretical and methological studies of Baron and Kenny (1986), Rudolph, Denning and Weisz (1995) and Gomez (1998) of influential models. Participants were 558 adolescents (44.3% boys and 55.7% girls) aged between 11 to 18 years old (M = 13.92, SD = 1.45), from Barcelona (Spain). Data show significant correlation between avoidance coping, anxiety trait and behavioral problems and support partial mediation on their relationship. No mediation was found for approach coping, extraversion and behavioral problems so only the additive model was supported. In conclusion, this study indicates that: the explaining model of personality, coping and behavioral problems can vary depending on the coping strategies involved in the equation; avoidance coping can be described as the way anxiety trait influences behavioral problems; personality can be describe as a coping resource; and avoidance coping increases the influence of personality on behavioral problems by two ways: one, by the cumulative effect; and two, by the mediational influence that it exerts on the relationship of anxiety trait and behavioral problems.