The content of the article reveals cross-cultural features of coping behavior. The article presents the study results of the social and psychological characteristics of coping behavior in men and women, depending on their ethnicity. A comparative analysis of the socio-psychological differences in coping behavior was conducted. The sample of the study consisted of 160 people, aged 25 to 55 years old, average age 33.5 years, living in the Republic of North Ossetia-Alania, Russian Federation. The study used the following methods and techniques: the author's questionnaire to determine the socio-demographic characteristics of the respondents, the technique of "Coping behavior in stressful situations", "Stress Surveillance Questionnaire COPE". Mathematical-statistical processing of the obtained data used SPSS 13.0. As a result, significant differences were shown in the preferred coping strategies among men and women, as well as depending on the ethnicity of the respondents interviewed.