The main purpose of this paper is to study coping strategies, ego- resiliency and social self- efficacy in adolescents with optimistic and pessimistic future orientation. In this context, gender differences were also considered. Method. 243 participants (115 male; 128 female; age 15- 25 years) were recruited for this study. These were divided in two groups: 145 adolescents with optimistic future orientation and 98 adolescents with pessimistic future orientation. Two groups were similar as to gender. Measures: Future orientation Scale, (Jessor, 1992), Coping Strategy Indicator (Amirkhan, 1990), Ego- Resiliency Scale (Block e Kremen, 1996), Social Self- efficacy Scale (Bandura, 1993) were employed. Results. Data analysis (MANOVA) showed that adolescents with an optimistic future orientation, compared with pessimistic one, have more social self- efficacy (p < .001), more ego resiliency (p < .001) and use more realistic coping strategies compared with those with pessimistic one (p = .01). No differences as to gender were found.