While research has widely explored stress, coping, and quality of life (QOL) individually and the potential links between them, a critical dearth exists in the literature regarding these constructs in the context of the COVID-19 pandemic. Our study aims to identify the salient stressors experienced, describe the coping strategies used, and examine the relationships between stressors, coping, and QOL among individuals during the pandemic. Data are from a sample of 1,004 respondents who completed an online survey. Key measures included stressful life events (SLEs), coping strategies, and the physical and psychological health domains of QOL. Staged multivariate linear regression analyses examined the relationships between SLEs and the two QOL domains, controlling for sociodemographic and pre-existing health conditions and testing for the effects of coping strategies on these relationships. The most common SLEs experienced during the pandemic were a decrease in financial status, personal injury or illness, and change in living conditions. Problem-focused coping (β = 0.42, σ = 0.13, p < 0.001 for physical QOL; β = 0.57, σ = 0.12, p < 0.001 for psychological QOL) and emotion-focused coping (β = 0.86, σ = 0.13, p < 0.001 for psychological QOL) were significantly related to higher levels of QOL, whereas avoidant coping (β = –0.93, σ = 0.13, p < 0.001 for physical QOL; β = -1.33, σ = 0.12, p < 0.001 for psychological QOL) was associated with lower QOL. Avoidant coping partially mediated the relationships between experiencing SLEs and lower physical and psychological QOL. Our study informs clinical interventions to help individuals adopt healthy behaviors to effectively manage stressors, especially large-scale, stressful events like the pandemic. Our findings also call for public health and clinical interventions to address the long-term impacts of the most prevalent stressors experienced during the pandemic among vulnerable groups.