Background: Few studies have concurrently examined how different types of stressors influence university students' well-being through their use of coping strategies. Exploring such effects should enrich our understanding of how individuals develop strategies for coping with specific stressful situations and provide insights into the mechanisms by which different stressors impact students' well-being in higher education contexts. Aims: This study investigated the effects of social mistreatment, academic alienation, and developmental challenge on emotional and psychological well-being via approach and avoidance coping strategies. Sample: The participants were 293 university students in Hong Kong (mean age = 21 years). Methods: We collected three waves of data through longitudinal student self-reports and analysed them using structural equation modelling. Results: Social mistreatment can lead to greater use of avoidance coping. Academic alienation can lead not only to a greater reliance on avoidance coping but also less use of approach coping. Developmental challenge can increase the use of approach coping. The effects of social mistreatment on emotional and psychological well-being were mediated by the use of avoidance coping strategies. Moreover, the effects of academic alienation on emotional and psychological well-being were mediated by the use of approach and avoidance coping strategies. Conclusions: The results of this longitudinal study indicate the need to improve teaching practices or learning environments to reduce interpersonal and academic stressors due to their negative impact on coping and well-being. The results also have implications for helping students to adopt better coping strategies and promote their well-being.