The purposes of this study were to investigate the nature of the psychological stresses experienced by neonatal intensive care unit nurses and to describe the coping strategies they reported using to alleviate them. Sixty nurses from eight hospitals participated. Ten categories of stressful experiences were identified. A coping scale using short-story problem situations as stimuli was constructed. Factor analysis of the mean ratings of 13 coping strategies produced three factors: Cognitive Processing, Using Personal Skills, and Escape. Analysis of variance using these ratings and stress levels of the stories showed a significant main effect for stress level and a significant interaction between coping factors and stress levels. No significant differences in coping strategies were found by hospital or by the nurse variables of tenure (length of time) in the unit, education, or experience.