Students who are enrolled in academically challenging curricula face a multitude of stressors related to increased academic demands in addition to the developmental and biological challenges that are normative to adolescence. This article presents results of a qualitative study conducted to uncover the coping styles of students in a rigorous curriculum and determine which strategies are associated with varying levels of psychopathology (specifically, low and above‐average anxiety). Forty‐eight students from an International Baccalaureate (IB) diploma program participated in eight focus groups, in which participants were grouped by level of anxiety. Following transcription analysis using grounded theory methodology, researchers identified coping strategies and the frequency of these approaches; active problem‐solving and avoidance of demands were reported most often among all IB students in this investigation. Students with above‐average levels of anxiety discussed seeking social support more often, whereas students with low anxiety more frequently discussed avoiding demands, reducing one's workload, and seeking positive emotions.