Coping styles may influence the perceived life stress experienced by an individual and, therefore, also be critical in the development of affective disorders. This study examined whether familial risk of affective disorder is associated with the use of maladaptive coping styles, in healthy individuals. One hundred twelve high-risk and 78 low-risk individuals were identified through nation-wide registers and invited to participate in an extensive psychiatric evaluation including the Coping Inventory for Stressful Situations. The high-risk individuals used more Emotion-oriented (p = 0.001) and Avoidance coping (p = 0.04) than individuals not at risk. Adjusted for gender, age, years of education, and recent stressful life events the high-risk individuals used more emotion-oriented coping (p = 0.03). In conclusion, maladaptive coping style may represent a trait marker for mood disorder improving maladaptive coping styles may be a target for selective prevention focusing on subgroups at high risk of developing an affective disorder.