The aim of this prospective quasi-experimental study was to assess the role of coping style as a factor moderating the relationship between stress and sleep. Sleep of 36 students was assessed by means of actigraphy and daily logs during low-stress and high-stress periods. The high-stress period was the week that the students were evaluated for acceptance to graduate programs in clinical psychology. The low-stress period was a regular academic week. The students' ways of coping were assessed during the baseline low-stress period using the COPE inventory. Data analysis revealed that a high emotion-focused coping score was significantly predictive of reduction in sleep time from the low- to the high-stress period. These results suggest that coping style is a key factor in assessing the relationship between stress and sleep.