To explore the predictive value of cognitive and coping resources for problem- and emotion-focused coping with age, we collected data from community-dwelling adults between 20 and 90 years old. We hypothesized that age, perceived stress, self-efficacy, working-memory capacity, and mental flexibility were predictors of coping. We collected data using French versions of the Perceived Stress Scale, General Self-Efficacy Scale, and Way of Coping Checklist. Cognitive assessments comprised the WAIS III digit-span subtest and the Trail Making Test parts A and B. In multivariate analyses, neither working-memory nor mental-flexibility deficit predicted problem-focused coping. Age was found to predict only problem-focused coping. Self-efficacy predicted problem-focused coping, and perceived stress predicted emotion-focused coping. Our results confirmed that use of an emotion-focused coping style would not significantly change with age. Problem-focused coping increases with age and depends primarily on participants’ confidence in their ability to successfully solve problems (i.e., self-efficacy).