The aim of this study was to evaluate (1) the female medical students’ knowledge about HPV infection; (2) the associations between the HPV vaccination intent and coping strategies, health locus of control (HLOC), and sense of coherence; and (3) the specific differences between preclinical and clinical students in terms of the vaccination intent. Participants included 1243 female medicine students (mean age = 21.526, SD = 2.007), who completed The Multidimensional Health Locus of Control (MHLC)—Form A, the Brief COPE Scale, the Sense of Coherence Scale (SOC-13), and two questionnaires measuring the knowledge about the HPV infection and the HPV vaccination intent. Results show a good knowledge about HPV, which progressively increased during the study cycles. Still, the main contributors to vaccination intent are represented by coping strategies and health locus of control. Refusal of vaccination is associated to behavioral disengagement and the use of religion, precontemplation and contemplation to denial, and preparation to planning, positive reframing, and the powerful others component of HLOC. Sense of coherence did not predict vaccination intent. In clinical years, active coping outweighs HLOC in making the decision to get vaccinated. These results could be helpful in designing personalized strategies for addressing vaccine hesitancy in academic communities.