The results of empirical research devoted to the analysis of coping strategies among female athletes (n = 53) and young women who do not engage in sports (n = 45) are demonstrated. The diagnostic complex included the questionnaire “Youth coping scale” by E. Frydenberg and R. Lewis in the adaptation of T. L. Kryukova, the questionnaire “Motivation of achievements “ by V. M. Rusalov. There is an evidence that female athletes choose productive coping strategies in comparison with their peers who are not engaged in sports. It is shown that the motivation of achievement among female athletes is positively correlated with strategies of productive and social styles. The motivation for achievement in non-athletes is negatively associated with the unproductive strategy “withdrawal” and social coping “feeling of belonging”. The difference in the features of coping behavior among athletes of team (synchronized figure skating) and individual (swimming) types is revealed.