Gambling, video gaming, and Internet use are typically included as everyday activities that could potentially become behavioral addictions. There is growing evidence that views non‐substance related addictions as coping mechanisms, and considers that attachment styles are likely to play a pivotal role on the development of such addictions, especially on young people. Therefore, the present study aimed to: (1) explore the association between attachment, coping, and behavioral addictions (i.e., gambling disorder, video game addiction, and problematic Internet use); and (2) to analyze the mediating/moderating effect that coping has in the relationship of attachment and these behavioral addictions. A sample consisting of 472 students from secondary education (Mean age = 15.6; SD = 1.33; 51.6% females) was recruited. The findings showed a negative association between attachment and behavioral addictions. Most coping strategies were found to be associated with attachment styles, except for self‐critique and emotional avoidance. In particular, problem avoidance was significantly correlated to all behavioral addictions. In addition, self‐blame and problem solving were significantly correlated to video game addiction and problematic Internet use. Finally, coping was found to act as a mediator and moderator between attachment and video game addiction and problematic Internet use.