Individuals who cope well with challenges may engage in social situations more successfully. We examined the association between coping behaviors, self-perceived competence, and social anxiety in everyday social situations. A total of 133 participants between the ages of 10 and 16 years (82 autistic, 51 neurotypical) carried a mobile device that prompted them seven times each day for 7 days to record what they were doing and their perceived competence and social anxiety in that situation. We used the Coping Inventory to measure overall coping abilities (i.e. coping with the self and the environment). Multilevel analyses found that autistic adolescents were more likely than neurotypical peers to experience social anxiety while engaged in maintenance or productive activities with adults. While their ability to cope with the self was positively associated with perceived social competence, it was negatively associated with the ability to cope with environmental challenges. Furthermore, autistic adolescents with poor ability to cope with environmental challenges were more likely than those who coped well to be socially anxious when engaged in leisure activities with peers. Findings from this study can guide evaluation and intervention to improve the social experiences of autistic adolescents by helping them increase coping skills.