Identifying correlates of children's emotional reactions and coping can provide information about developmental processes and identify useful strategies for improving children's adaptation to stress. We investigated associations of social competence with children's responses to standardised, controllable interpersonal stressors. The stressors included bullying, arguing with a parent, and not being picked for a team sport. We expected greater competence to be associated with certain coping responses, and expected that coping would be better explained by also considering emotional reactions. Children (N = 230, Grades 3 to 7) reacted to three videotaped stressors, and children and parents completed questionnaires. Children rated as more competent used active and challenge coping strategies, such as problem solving and support seeking, more than other children, and they also responded with more sadness. Children's competence was associated with fear, but only in bivariate correlations, and was not associated with angry responses. In a structural equation model, emotions were associated with more coping responses, and the emotional reaction of sadness accounted for the link between children's social competence and adaptive (i.e., challenge) coping. Findings suggest that competent children use more adaptive coping, and this is accounted for by their greater feelings of sadness when dealing with controllable interpersonal stressors.