Background: The outbreak of Coronavirus Disease 2019 (COVID-19) has seriously affected people’s life. The main aim of our investigation was to determine the interactive effects of disease awareness on coping style among Chinese residents during the COVID-19 pandemic. Methods: A total of 616 Chinese residents from 28 provinces were recruited to participate in this investigation. A questionnaire was used to collect demographic characteristics, cognition of COVID-19, and disease-related stress sources. Coping styles were assessed via the Simplified Coping Style Questionnaire (SCSQ). Results: The survey showed that the main source of information on COVID-19 was different in relation to gender, age, educational level, and occupation (p < 0.001). People’s knowledge of the disease, preventive measures, and stress factors were different in relation to demographic characteristics (p < 0.001). Compared with the baseline values, the scores of positive coping and negative coping based on SCSQ in relation to gender, age, educational level, and occupation were statistically significant (p < 0.001, except for participants older than 60 years). Different educational levels corresponded to statistical significant differences in positive coping (p = 0.004) but not in negative coping. Conclusions: During the pandemic, people with different characteristics had different levels of preventive measures’ awareness, which influenced their coping styles. Therefore, during public health emergencies, knowledge of prevention and control measures should be efficiently provided to allow more effective coping styles.