This article presents a study of coping behavior regarding Orthodox religious students in Russia. The paper analyzes the investigation results concerning psychological features of modern Orthodox students from two universities in Russia (Moscow). The data collection methods are: Folkman and Lazarus's coping-test, Smirnov's psychometric techniques "Questionnaire of religious activity" and Shcherbatykh's "Test for revealing of the level of individual religiosity". The study suggests that coping behavior is connected with the level of religiosity.