In line with the notion emphasizing the role of social support in individual coping, this paper discusses the role of close relationships during adolescence and their contribution to individual coping. Data from a series of studies conducted mainly on early adolescents show that the availability of family and peers combined with support of a youngster's independence contributes to individual adaptive coping. In addition, data show the contribution of close relationships to coping differs for males and females. It is suggested that though close relationships are crucial for coping with stress, their significance changes across context (family, peers) and gender during adolescence.