Some evidence suggests that personality types are a useful construct to understand stress and coping. However, further research is needed, especially on academic stress. Our aim was to explore how personality types and gender relate to coping strategies for academic stress and perceived coping efficacy. A total of 810 university psychology students completed the NEO-FFI Inventory and the Coping Strategies Inventory. Post-hoc tests for MANOVA and ANOVA were performed, where personality types and gender were treated as predictors and use of coping strategies and perceived coping efficacy as criteria. Finally, a one-way ANOVA followed by post hoc comparisons was performed to analyse the associations between personality types and perceived coping efficacy. Those with personality types combining low neuroticism with high conscientiousness chose the most adaptive coping strategies and showed the highest levels of perceived coping efficacy, while those whose personality types combined high neuroticism with low conscientiousness opted for maladaptive coping strategies and presented the lowest level of perceived coping efficacy. As for gender, women chose emotional expression more frequently. The personality type classification provided useful information on individual differences in coping with academic stress, which can help guide specific strategies to manage it.