The purpose of this study was to analyze the strategies and styles of coping with stress and self-esteem in patients diagnosed with prostate cancer. One hundred and five patients with prostate cancer participated in the study. Coping strategies were assessed with the Mini-Cope questionnaire, coping styles were assessed with the Coping Inventory for Stressful Situations, and self-esteem was assessed with the Rosenberg Self-Esteem Scale. Patients’ self-esteem and stress coping styles and strategies were analyzed using a Pearson correlation analysis. A stepwise linear regression analysis was performed to determine the predictors of self-esteem. The self-esteem level was positively related to the task-focused style (r = 0.228) and negatively related to the emotion-focused style (r = −0.329). The self-esteem level was significantly positively related to the strategies of active coping (r = 0.358), planning (r = 0.355), and seeking emotional support (r = 0.319) and was negatively related to self-blaming (r = −0.448) and to substance use (r = −0.301). The predictors of self-esteem level were: the strategies of self-blaming, planning, and the support-seeking dimension (F(3, 95) = 17.65; p < 0.001), explaining 33.8% of the variability in subjects’ self-esteem level. The moderating effect of age occurred in patients up to 65 years; it was statistically insignificant in patients older than 65 years. Replacement of the self-blame strategy and the emotion-focused style may lead to higher self-esteem of patients. The level of self-esteem can predict the strategies of self-blaming, planning, and the dimension of seeking support. For patients up to 65 years, psychological support should include reinforcement of adaptive forms of coping.