Neuromuscular diseases (NMD) cover a broad spectrum of different rare diagnoses in which the primary lesion is in the peripheral nervous system. The impairment caused by an NMD does not only interfere with physical status but also has a clear impact on health-related quality of life (HRQoL). It is therefore essential to know the coping style used by these patients. This study aims to analyze the coping strategies in a sample of people with NMD and how their coping style affects their HRQoL. This cross-sectional study included 61 adult patients diagnosed with a rare NMD. WHO-DAS II, SIP, SF-36, and COPE-60 instruments were administered. The results showed that people affected by NMDs tend to use more frequent coping strategies such as active planning, personal growth, and acceptance. In contrast, the least-used strategies were restraint, mental disengagement, venting, humor, and religion, which affected HRQoL negatively. Moreover, the degree of disability was a relevant variable, with an impact on HRQoL. Social support can be considered the main coping strategy that leads to an improvement in the psychosocial HRQoL (β = 503, p < 0.001). These findings are relevant to clinical practice, given the need to understand the coping variable to improve HRQoL.