Much of the research on children’s coping styles is based on a downward extension of adult coping theories. In a departure from this approach, coping competence theory seeks to account for children’s ability to cope with daily challenges on the basis of developmental research. The theory, which states that challenges call for distinct coping skills in the affective, social, and achievement domains, was evaluated with an ethnically diverse sample of preschoolers. The study relied on confirmatory factor analysis of a parent-completed measure of coping to test the 3-factor model underlying the theory, and related those factors to parent and teacher measures of child functioning. Results supported the 3-factor model of coping competence and showed that each domain of coping was negatively correlated with parent and teacher ratings of child disruptive behavior. Coping competence theory held across child sex and age. Findings provide support for a 3-factor model of coping competence in early childhood and for the validity of the new parent-completed measure of children’s coping styles refined in this study.