Background Nursing is known as a stressful job; nursing students as the future workforce particularly require the adversity quotient (AQ) in order to successfully overcome difficulties and setbacks encountered amid their studies and in their future workplaces. Aim To explore the relationship among parenting style, coping styles, and AQ, and investigate the mediating effects of coping style on the relationship between parenting style and AQ among nursing students. Methods The study employed a cross-sectional and correlational design. A convenience sampling method was used to recruit nursing students (n = 158 valid) from a higher education institute in Macao SAR. Four measuring instruments were used, including (1) The Demographic Information Form, (2) The Adversity Quotient Scale, (3) The Simplified Coping Style Questionnaire, and (4) The Chinese Version of the Parental Styles Scale. Results The associations only existed between negative mother-parenting styles, negative coping styles and AQ, passive mother-parenting styles and passive copying ( r = -0.166, 0.276, 0.266, 0.232, 0.229, 0.186, 0.207, P < 0.05); there is no statistically significant correlation between father parenting style and the score of AQ, negative coping style, and positive coping style at all. The obtained model fitting index: χ2/df = 1.191, RMSEA = 0.035, SRMR = 0.0305, TLI = 0.991, CFI = 0.997, indicating that the fitting indices of the model are all within the acceptable range, and there is a significant mediating effect of coping styles on the relationship between mother parenting styles and AQ of Macao nursing students. Conclusions Coping styles play an important role in mediating the relationship between parenting styles, particularly, mothering styles and AQ of Macao nursing students. Special attention should be paid to cultivating students’ positive coping strategies in order to mediate the negative mothering styles and to enhance their AQ for better adapting to the challenges faced by them in school and in future working places and social environments.