The role of coping strategies (approach and avoidance) as a mediating factor between parental psychological violence and adolescent behavior problems, both internalized and externalized, as well as the protective role of social support were examined separately for boys and girls. A group of 278 adolescents (mean age: 14.2) were recruited in three high schools located in low, moderate, and high socioeconomic areas. Participants were in the seventh, eighth, and ninth grades, and each completed a self-administered questionnaire. The use of avoidant coping strategies partially mediated the link between parental psychological violence and behavior problems among girls. The use of approach coping strategies partially mediated the link between parental psychological violence and behavior problems among boys. In all cases, coping enhanced this link. No protective role of social support was found. On the contrary, this variable was found to increase the relationship between parental psychological violence and externalized behavior problems among boys. These findings suggest that interventions aimed at strengthening coping skills and social support in adolescents may not be effective in alleviating various behavioral symptoms associated with parental psychological violence. They highlight the importance of prevention of psychologically violent parental practices, instead of only reacting to the problem after it has occurred.