Nursing students face complex academic and clinical demands, including academic pressure, exposure to critically ill patients, and professional competency requirements, which may negatively affect their psychological well-being. Adaptive coping strategies are considered important resources for maintaining psychological well-being; however, studies examining coping as a predictor of psychological well-being among nursing students remain limited. Objective: To investigate the predictive role of coping strategies on psychological well-being among nursing students while controlling for age, gender, and academic year. Methods: A quantitative study with a cross-sectional predictive correlational design was conducted among 241 nursing students selected through proportional random sampling from a population of 608 undergraduate nursing students. Data were collected using coping strategy and psychological well-being questionnaires. Hierarchical linear regression was employed to examine the predictive role of coping, controlling for age, gender, and academic year. Results: The control model, including age, gender, and academic year, was not a significant predictor of psychological well-being (R² = 0.020; p = 0.182). After coping was added, the explained variance increased significantly to R² = 0.139 (ΔR² = 0.118; ΔF = 32.398; p < 0.001). Coping emerged as a significant positive predictor of psychological well-being (β = 0.346; p < 0.001). Gender also contributed significantly (β = 0.170; p = 0.007), whereas age and academic year were not significant predictors. Conclusion: Adaptive coping significantly predicts psychological well-being among nursing students. Strengthening coping skills can be an effective strategy for promoting and maintaining students’ psychological well-being.