Little is known about the specific manner in which students cope with academic failure. To address this gap, a new measure of failure-coping behaviour was developed and validated. Two hundred and thirty-eight undergraduate students completed a new measure of failure-coping behaviour, in addition to measures of failure appraisal, depressed mood, academic engagement and difficulty, as well as adaptive and maladaptive attitudes towards failure. Principal components analyses, hierarchical regression and structural equation modelling were used to examine the structure, construct validity and incremental utility of the new scales. Results supported the distinctiveness of four types of failure-coping behaviours, namely task-related and socially focused behaviours that were either adaptive or maladaptive, and showed that failure-coping behaviours were related to a variety of mood, academic and attitudinal outcomes. Results also showed that effects of failure-coping behaviours were independent of any effects of failure appraisals. Results support the importance of understanding and targeting the failure-coping behaviours of students. Current efforts to address the stress and mental health difficulties experienced by students should include explicit training on how to deal with academic failure.