The present study investigates stress levels, feelings of insecurity, and coping strategies used by people living near an active volcano in México (Popocatépetl). The sample was composed of 198 adults, who were divided into 4 groups according to the risk zones in which they live. They answered a questionnaire addressing feelings of insecurity regarding volcanic risk, a coping strategies scale, and a stress scale. A significant interaction between active and passive coping strategies and risk zone was found. Higher levels of insecurity feelings regarding volcanic risk were associated with the highest stress levels evoked by facing a volcanic risk. A possible application of this study is at the community-service level concerning risk prevention.