Play is linked to numerous constructs, such as interpersonal and cognitive processes and coping ability. While there is important research on play, the relationships among play, coping, stress and adjustment have not been fully examined. The purpose of this study was to investigate the relationship between play and coping and to determine if play and coping may serve as buffers between stress and adjustment. Furthermore, this study investigated the interaction between coping and play as it relates to adjustment. The participants in this study were 61 girls, in grades kindergarten through fourth grade. Measures were collected from the child, parent and teacher. It was hypothesized that better players would have better coping and better adjustment and that moderation and mediation effects would be found when examining the constructs. The results were that children’s play skills were positively related to coping skills and to adjustment. Specifically, imagination, organization and positive affect in play were positively associated with parental ratings of adaptive functioning. Play was also positively associated with emotion regulation and frequency and quality of child reported coping strategies. Furthermore, this study provided additional support that coping was positively related to adjustment. Specifically effortful control, emotion regulation and child reported frequency of coping strategies were positively associated with parent and teacher ratings of adjustment. There were no moderation or mediation effects. Results provided increasing evidence that better play is associated with better coping and both of these constructs are associated with better adjustment.