Stress as an integral part of every person's life, especially during adolescence can cause unpleasant effects. Therefore, this study is conducted in order to measure the efficacy of the training on learning coping skills.In a semi-experimental study, pre-university female students of Ilam (Iran) evaluated during the academic year 2010- 2011. A multistage cluster random sampling was used to select the participants. Data were collected by two demographic and “Billings and Mouse” questionnaire by pre- and post-test method. In conducting interventions, same ways of using scientific literature, teaching aids, role playing method, and efficient method of coping skills were provided and finally statistical analysis was performed using SPSS software. A total 216 students were evaluated. There was a significant difference between solving-focused coping skill before and after the intervention (57.4% vs. 62.5%; P=0. 02). Emotionalism focused coping skills has been significant differences before and after the intervention (42.6% vs., 34.8 %; P=0. 02). Training on learning coping skills increased the problem solvingfocused coping skill and decreased the emotion-focused coping skill in pre-university female students.