Aim Older adults living alone is becoming the main family structure in rural China. This study aimed to explore the mediating effect of coping style on the relationship between perceived stress and mental health in rural older adults living alone in China. Methods 356 rural older adults living alone were recruited in Huzhou, China. Subjects were investigated using the Chinese Perceived Stress Scale (CPSS), Chinese Coping Style Questionnaire (CCSQ), and Mental Health Questionnaire (MHQ). Data were analysed using a structural equation. Bootstrapping was used to validate the mediation effects. Results Mental health showed significant correlations with a sense of nervousness, of uncontrollability, and with positive and negative coping styles (P < 0.05). The results of structural equation modeling showed a good fit for the total sample (χ2/df = 2.684, NFI = 0.927, GFI = 0.944, RMSEA = 0.069). Perceived stress (sense of nervousness and uncontrollability) impacted the mental health of rural older adults living alone mainly through two mediating variables, including positive and negative coping styles. The double mediating contribution rates were 42.11%, and 61.82%. Conclusion Coping style partially mediated the relationship between perceived stress and mental health of rural older adults living alone in China. Consequently, to improve the mental health of rural older adults living alone, perceived stress and coping styles should be the focus. Geriatr Gerontol Int 2022; 22: 523–528.