Psychiatry has shown a growing interest in the role of emotion in decision- making because emotion appears to make a substantial contribution to the decision- making process. There are no studies analyzing the relationship between affective decision-making and coping skills in schizophrenia (SZ). Our objective was to investigate the effect of coping skills on decision-making in SZ. We aimed to study the differences in coping styles, measured by the Behavioral Attitudes and Search Evaluation test (BASE), between good and bad performers on the Iowa Gambling Task (IGT). The 37 SZ participants and 46 healthy controls (HC) performed the IGT and BASE. Affective decision-making and coping skills are impaired among individuals with SZ compared with HC. A combination of two coping styles, such as preference for search activity and rejection of renunciation of search, was associated with better performance on IGT in both groups. We demonstrate that the association between coping style and performance on the IGT is not bidirectional. Coping strategies affect IGT performance, while performance on IGT does not affect coping style. In conclusion, participants with a more adaptive coping style were better decision-makers. One possible explanation for this association is that the more effective coping style may represent better functioning of the affective systems.