In most physical education (PE) syllabuses, promoting life skills constitutes an important educational objective. The aim of this study was to implement a coping training program (EPHECT) within regular PE and to evaluate its effects on coping and stress among vocational students. Eight classes from a vocational school were selected for study; four were allocated to the intervention group (IG) and four to the control group (CG). The study examined intervention effects between pre- and postintervention, and postintervention and 6-months follow-up. Compared with the CG, the IG showed improved coping skills from pre- to postintervention. From postintervention to follow-up, stress decreased for the IG. A path analysis suggests an indirect effect on stress perception at follow-up via improved adaptive coping skills. The findings support EPHECT as a positive contribution to the development of adaptive coping skills. The project further shows how physical educators can translate psychological theory into practice.