The dramatic increase in the number of older people with Mild Cognitive Impairment (MCI) entails a serious public health problem. MCI involves different degrees of dependence that has been previously related to a decrease in Health-Related Quality of Life (HRQoL), due to impairment in the performance of activities of daily living. Resilient coping, as an adaptive coping style, could reduce the associated limitations derived by the characteristic deficits of MCI, and hence improve HRQoL. The principal objective of this work was to compare the level of autonomy (measured in terms of independence in the performance of basic (ADL) and instrumental (IADL) activities of daily living), and HRQoL between resilient and non-resilient individuals with MCI. The results showed a positive relationship between resilience, autonomy, and HRQoL. Hence, resilient participants exhibited higher independence in daily living activities and better HRQoL than non-resilient individuals. Mediation analyses confirmed an indirect influence of resilience on HRQoL through the mediation effect of better performance in IADLs. These findings underline the relevance of resilience as a coping style to compensate deficits in daily living in people with MCI. The inclusion of intervention programs, oriented to the promotion of resilience coping for older adults, might increase the autonomy levels in this population, improving their HRQoL.