This study focused on the relationship between ego- resilience and stress coping styles of male and female adolescents. The study also tried to identify differences in stress coping styles based on sexual differences and the level of ego- resilience in adolescents. Ego-resilience showed a positive correlation to problem-focused and social support seeking coping styles and a negative correlation to emotion-focused coping style for both male and female adolescents. Canonical Correlation analysis revealed that self-confidence among four sub-domains of ego-resilience made the most outstanding contributions in predicting stress coping styles of female adolescents. The self-confident female adolescents tended to use the problem-focused coping style. For male adolescents, the optimistic attitude among four sub-domains of ego-resilience was the most significant factor in predicting emotion-focused coping style. Female adolescents tended to use more varied coping strategies than male adolescents in stressful situations. The group of adolescents who had a higher level of ego-resilience reported more problem-focused and social support- seeking coping styles in stressful situations. Conversely the group of adolescents with lower level of ego-resilience tended to use emotion-focused coping strategy. The results of this study have important implications for theory, research, and practice. Development of ego-resilience in adolescents based on sexual differences was an important task for their effective coping strategies.