The aim of the present study was to examine the levels of anxiety, depression and coping of adolescents during the COVID-19 pandemic. The study was carried out with 3058 students (2080 females, 978 males) who are continuing their secondary and high school educations at Sahinbey District of Gaziantep. Personal Information Form, The Revised Child Anxiety and Depression Scale -- Child Version and Coping Scale for Children and Adolescents were used for data collection. Independent Samples t-Test and One-Way ANOVA were used for data analysis. Based on the results of the study; the ratios of adolescents with high depression, anxiety as well as depression and anxiety were 45.6%, 48.6% and 47.12% respectively in the present study. It was determined that women, adolescents at high school, those with parents having low education level, individuals with separated parents, those with increased social media use and adolescents with number of siblings greater than three have higher anxiety and depression levels. Adolescents with high levels of depression and anxiety were found to use more avoidant and negative coping strategies. It can be stated that the prevalence of mental health problems of adolescents during the epidemic process is high and that studies in the field of mental health of adolescents are needed.