We tested whether emotion regulation (cognitive reappraisal and expressive suppression) and coping (distraction, avoidance, support seeking and active coping) mediate or moderate the association between change in life stress (change in number of adverse life events) and change in adolescent problem behaviour. We used prospective and retrospective longitudinal data from a community sample. We measured change in problem behaviour as emotional and behavioural problems at Time 2 controlling for emotional and behavioural problems at Time 1, a year earlier. We measured change in life stress as life stress between Times 1 and 2, controlling for total previous life stress (before Time 1). Neither coping nor emotion regulation mediated the association between change in life stress and change in problem behaviour. Avoidance and expressive suppression were related to an increase in problem behaviour. Only cognitive reappraisal moderated the effect of increase in life stress on worsening of problem behaviour, suggesting that, as expected, cognitive reappraisal was a protective factor. In adolescents who reported they habitually reappraise, the association between change in life stress and change in emotional and behavioural problems was non-significant. Copyright © 2012 John Wiley & Sons, Ltd.