This study examines the effect of three occupational stress' coping strategies, namely problemsolving, avoidance, and seeking social support on employees' turnover intentions in hotels, taking into consideration the moderating role of social exchange. A questionnaire was used to obtain information from the staff of five-star hotel chains in Sharm El-Sheik region of Egypt. A variety of sampling methods were used. 398 valid responses were gathered and analyzed using PLS-SEM. Contrary to the hypothesized model of the study, the results showed a positive relationship between problem-solving coping strategies with occupational stress. Results also showed a positive relationship between avoidance as a coping strategy and occupational stress and a negative relationship between seeking social support as a coping strategy and occupational stress. A positive relationship was also reported between occupational stress and employees' turnover intentions. In addition, the results indicated that social exchange plays a moderating role and mitigates the relationship between occupational stress and employees' turnover intentions. The research provides a theoretical contribution and helps to broaden the knowledge base regarding stress-coping strategies, social exchange, and turnover intentions in the hotel context. Practically, the research provides hotel human resources management with recommendations to properly deal with occupational stress and employee turnover, besides maximizing the benefits of social exchange.