How to activate adaptive coping strategies has an important and practical meaning for the quality of life of people living with HIV (PLHIV); however, few studies have focused on the effects of sleep disturbances and HIV-related physical symptoms on coping strategies. The specific relationships among coping strategies, sleep disturbances and HIV-related physical symptoms were unknown. We performed a path analysis to examine the proposed model of relationships among sleep disturbances, physical symptoms, and coping strategies. A convenience sample of 69 HIV-positive Asian Americans in San Francisco, Los Angeles, and New York City were recruited and data were collected on demographics, sleep disturbances, HIV-related physical symptoms, and coping strategies. Sleep disturbances directly affect maladaptive coping (= 0.34), and physical symptoms directly affect adaptive coping ( = 0.30) and maladaptive coping ( = 0.24). Interventions designed to decrease sleep disturbances and physical symptoms should be developed to enhance adaptive coping and reduce maladaptive coping among Asian Americans with HIV.