Abstract :The aim of this research was to analyze the relationship between stressful events, coping, and emotion regulation in adolescents from marginalized settings. A cross-sectional study was conducted with 523 adolescents aged 13 to 15 years. The Global Scale of Perceived Stress for Adolescents, the Coping Scale for Adolescents, and the Multidimensional Scale of Emotion Regulation for Adolescents, were used. Several mediation models were tested considering whether coping mediated the relationship between stressful events and emotion regulation responses, or, on contrary, emotion regulation assumes a mediating role between stressful events and coping. Data indicate significant direct and indirect effects in all models, with the highest explained variance in the models which included emotion regulation as a mediating variable. Results are discussed considering the role of coping and emotion regulation as mediating variables, and their relationship with diverse stressful events. In this research, emotion regulation strategies lead to adolescent coping.