The purpose of this study is to examine the coping strategies employed by university athletes who have lost in a competition. A sample of ten hand ball women athletes (age between 21-24 years old) who represented one of the largest universities in Kuala Lumpur in the Malaysian Inter-varsity games agreed to participate in this study. All of the athletes have signed the consent letter, giving their permission for the interview to be recorded. The result for content analysis has identified two major dimensions; 1) how athletes cope, and 2) ways to cope. In the first dimension (how athletes cope), three major themes have emerged from the interview, which are social support, problem solving, and doing other activities. On the other hand, the second dimension (ways to cope) has identified two major themes, which are concentration and self confidence. However, social support has been claimed by losing athletes as the main coping strategy used to overcome their grief after losing the competition. Suggestions are also recommended in the paper.