The aim of this work was to compare the anti-inflammatory and antioxidant effects of three natural coumarins: 1,2-benzopyrone, umbelliferone and esculetin. The antioxidant capacity of coumarins was evaluated using both chemical and biological in vitro assays. Chemical assays included DPPH and ABTS radical scavenging as well as ferric ion reducing ability power (FRAP) assay. Inhibition of mitochondrial ROS generation and lipid peroxidation in brain homogenates were used as biological in vitro assays. The experimental method of carrageenan-induced pleurisy in rats was used for the in vivo investigation of the anti-inflammatory activity. In silico molecular docking analysis was undertaken to predict the affinity of COX-2 to the coumarins. Considering the antioxidant capacity, esculetin was the most efficient one as revealed by all employed assays. Particularly, the mitochondrial ROS generation was totally abolished by the compound at low concentrations (IC = 0.57 μM). As for the anti-inflammatory effects, the COX-2 enzyme presented good affinities to the three coumarins, as revealed by the molecular docking analyses. However, considering the in vivo anti-inflammatory effects, 1,2-benzopyrone was the most efficient one in counteracting pleural inflammation and it potentiated the anti-inflammatory actions of dexamethasone. Umbelliferone and esculetin treatments failed to reduce the volume of pleural exudate. Overall, therefore, our results support the notion that this class of plant secondary metabolites displays promising effects in the prevention and/or treatment of inflammation and other diseases associated with oxidative stress, although the singularities regarding the type of the inflammatory process and pharmacokinetics must be taken into account.