An emerging literature documents the many challenges faced by college students during the COVID-19 pandemic. Little is known, however, about how students responded to the adversity. Focusing on two large Canadian universities, we provide some of the first evidence on the coping strategies students reported and the relationships between their endorsement of specific coping strategies and their subsequent well-being. Students focused on compensating for a lack of structure by creating new routines, maintaining social connections, and trying new activities. Conditional on baseline problems indexes, students who initially endorsed social connectedness as a strategy score significantly higher on a comprehensive well-being index five to twelve weeks later. [Additional funding for this research was provided by the Jamal Poverty Action Lab.]