The purpose of this study is to explore the effects of cognitive flexibility on the five EPOCH well-being components: engagement, perseverance, optimism, connectedness and happiness. The study also investigates the mediating roles of coping strategies (i.e., active coping strategy, avoidant coping strategy, and negative coping strategy) in this relationship. The participants consisted of 488 high school students. The data were collected through Cognitive Flexibility Scale, KIDCOPE, and EPOCH. The results showed that cognitive flexibility was a significant predictor of active coping strategy, negative coping strategy and five EPOCH well-being variables. Cognitive flexibility positively predicted active coping strategy and five components of EPOCH well-being (engagement, perseverance, optimism, connectedness and happiness) while it predicted negative coping strategy negatively. The findings showed that both active and negative coping strategies played mediating roles between cognitive flexibility and EPOCH five-dimensional well-being variables. The practical implications for teachers, limitations and further research for the researchers are presented in the study.