Background: There is evidence for an association between suicidal behavior and coping style among adolescents. Aims: The aims of this study were to examine associations between coping style, mental health factors, and self-harm thoughts and acts among Irish adolescents, and to investigate whether coping style mediates associations between mental health factors (depression, anxiety, and self-esteem) and self-harm. Method: A cross-sectional school-based survey was carried out. Information was obtained on history of self-harm, life events, and demographic, psychological, and lifestyle factors. Results: Emotion-oriented coping was strongly associated with poorer mental health and self-harm thoughts and acts. Problem-Oriented Coping was associated with better mental health. Mediating effects of Emotion-Oriented Coping on associations between mental health factors and deliberate self-harm (DSH) was found for both genders and between Problem-Oriented Coping and mental health factors for girls. Similar mediating effects of coping style were found when risk of self-harm thoughts was examined. Limitations: Since the methodology used was cross-sectional, it is impossible to draw conclusions regarding causal relationships between coping style and associated factors. The coping measure used was brief. Conclusions: Promotion of positive coping skills and reduction of emotion-focused approaches may build resilience to self-harm thoughts and acts among adolescents experiencing mental health problems.