The main objective of this study was to develop and evaluate the psychometric properties of the Coping Inventory for Children and Adolescents during the Pandemic Lockdown (CICAP-11), that assesses coping strategies employed by children and adolescents when faced with pandemic-related home confinement. The CICAP-11 and other measures of anxiety and depressive symptoms were completed online by 467 children's parents between the ages of 3 and 18 (45.4% female). The development of the inventory was based on relevant previous studies and expert criteria. Using Exploratory Structural Equation Modeling (ESEM), the factor structure was found to have three factors: task-oriented, emotion-oriented, and avoidance-oriented coping strategies, measured by 11 items. The subscales showed good reliability and evidence of validity. This research provides initial evidence of the CICAP-11, indicating that it may be useful for clinicians and researchers in identifying and addressing coping strategies used by children and adolescents when dealing with pandemics.