This article examines gender differences in stress levels and coping strategies while using mobile phones. We constructed an e-mail survey to collect data from 1,000 adults in South Korea, and used latent means comparison and multi-group structural regression in structural equation modeling. It was determined that as compared to men, women were more vulnerable to stress. Regarding coping, women used all three coping strategies more equally than men, including active coping, expressive support seeking, and avoidance, whereas men mainly chose active coping; however, there were no significant gender differences in coping outcomes, and both women and men coped effectively by choosing their own personal strategies. We suggested how to reduce stress levels for women through enhancing their self-efficacy, as self-efficacy was shown to reduce stress levels specifically for women. Additionally, based on our findings, we proposed how both men and women could cope more effectively.