International students all over the world meet a lot of stressful situations due to different academic demands, cultural context, language problems and other adaptation difficulties. There is little evidence to explain what stress coping strategies are used by international students to cope with stressful situations and how they are connected to psychological adaptation. So the purpose of this study was to assess associations between psychological adaptation and stress coping strategies in international and domestic students. The study recruited 356 students: 258 host and 98 international students. Stress coping strategies were measured by Coping Orientation of Problem Experience questionnaire. Zung Self-Rating Depression Scale was used to measure depressive symptoms. Stress related health complaints were measured using a scale devised by the authors of this study. The study ascertained that in stressful situations international students used different stress coping strategies when compared to domestic students. Moreover, stress coping strategies used by international and domestic students were differently connected to health outcomes. The study pointed out that by researchers and counselors’ special attention should be given to international students.