This study examined inter- and intra-person level associations between stress and overwhelm and adaptive coping strategies used by college students during COVID-19. Participants were 55 college students (M[subscript age] = 23.31, SD = 4.49; 87% White, 85% Female), who completed a 21-day daily diary study. The common coping strategies endorsed were media use, relaxation techniques, and exercise. Variability among feelings of stress (ICC = 0.520) and overwhelm (ICC = 0.530) were similarly explained by between and within-person differences. Daily stress and overwhelm were positively associated with relaxation techniques, media, and total coping strategies. Further, daily stress was positively associated with connection with others to cope. At the between-person level, average stress was associated with avoidance strategies such as taking a break from news to cope. These findings may prove useful in the development of interventions to increase the practice of adaptive coping strategies to reduce stress and overwhelm.