The aim was to develop, implement, and evaluate a physical education-based coping training program for vocational students. Two vocational schools participated in the quasi-experimental pilot study (EPHECT I). One school received the intervention (intervention group: n = 434), while the other school maintained regular physical education classes (control group: n = 430). Repeated measures ANCOVAs were used to examine the effects on coping and perceived stress. Additionally, effects were compared among students who reported low versus elevated life satisfaction. Finally, the implementation rate was considered as a moderating factor. Overall, no significant time by group effects were found between the intervention group and the control group. However, a reduction in maladaptive coping occurred among students of the intervention group who reported low life satisfaction. The implementation rate did not moderate the findings. Despite a relatively low implementation rate, the intervention program reduced maladaptive coping strategies in adolescents with low life satisfaction. Program monitoring needs to be increased in future research.