PurposeWe draw upon stress theory and utilize the context of the COVID-19 pandemic to investigate how various coping strategies employed by expatriates affect their psychological stress, subsequently influencing their expatriation satisfaction and intention to withdraw from the host country.Design/methodology/approachWe utilize structural equation modeling to analyze a sample of 453 expatriates residing and working in the United Arab Emirates during the COVID-19 pandemic.FindingsOur analysis shows that the effects of different coping strategies on expatriates vary. Depending on the nature of the strategy, they can have either positive or negative effects. While coping via problem-focused and denial strategies decreases expatriates' stress, coping by distancing increases it. Social support-seeking is not found to be an effective stress-coping strategy. In terms of implications, the problem-focused strategy leads to the most positive outcomes, whereas distancing leads to the most negative outcomes.Originality/valueOur study provides significant theoretical and practical insights into expatriates' coping mechanisms within the context of natural crises.