Previous studies suggest that child behavior problems were associated with higher levels of parenting stress and depressive symptoms in parents of children with autism spectrum disorder (ASD). Parents' coping strategies have been found to provide potential buffering effects. Thus, this study investigated the mediation effect of coping strategies on the relationships between child behavior problems, parenting stress and depressive symptoms in Taiwanese mothers of children with ASD. Participants were 128 children with ASD (mean age = 32.32 months, SD = 10.43) and their mothers. All mothers completed a battery of questionnaires on parenting stress, depressive symptoms, coping strategies and child behavior problems. Principal components factor analysis identified three coping categories: Problem-focused coping, avoidance coping, and distraction coping. Problem-focused coping was correlated with decreased parenting stress and depressive symptoms, whereas avoidance coping was associated with increased parenting stress and depressive symptoms. In addition, problem-focused coping mediated the relationship between child externalizing behavior problems and parenting stress. In conclusion, problem-focused coping could be an effective strategy to deal with the stress issues on mothers of preschool-age children with ASD, and potentially may decrease the possibilities of negative outcomes.