Coping strategies may play a central role in reducing rejection sensitivity and social anxiety, so an examination of coping strategies is important. Rejection sensitivity and social anxiety are undoubtedly parts of human psychology. Some types of behaviors, such as avoiding performing in groups and withdrawal due to rejection sensitivity, may indicate that students have coping difficulties with social situations. Therefore, this study aims to examine the improvement of coping strategies and their effect on reducing rejection sensitivity and social anxiety. The study will also determine the differences between the two coping strategies in college students. Participants in this study consisted of 60 students aged 19-22 years from the King Faisal University College of Education. The experimental group of 20 students, who showed higher levels of rejection sensitivity and social anxiety, responded to the coping strategies scale, rejection sensitivity scale, and social anxiety scale for college students. This study used a t-test and the Mann Whitney test to determine the differences between pre-and post-test results. We applied a counseling program which consisted of 16 sessions focused on improving productive coping strategies in the areas of cognitive restriction, expressing emotions, social support, and reducing nonproductive coping strategies such as wishful thinking, self-criticism, and social withdrawal. The results showed statistically significant differences in coping strategies between pre-and post-test scores in the experimental group in favor of the posttest. In addition, there are significant differences in rejection sensitivity and social anxiety between pre-and posttest results in favor of the post-test. Our findings highlight the importance of productive coping strategies in reducing rejection sensitivity and social anxiety in the sample. The findings of this study can contribute to the improvement of college counseling programs involving coping strategies. In summary, the findings suggest that high levels of productive coping strategies can contribute to the reduction of rejection sensitivity and social anxiety, especially in adolescents.