Background Students are exposed to numerous stressors associated with their integration into their university education, their relationships with friends, and anxiety about the future. Given that stress may be related to university students’ academic performance, understanding the coping strategies used by students may be important in facilitating a positive transition to a university setting. The aim of this study was to determine the gender-based variation of strategies for coping with stress used by students, as well as to determine the correlation between these strategies and the students’ academic achievements. Participants and procedure The study design was cross sectional and included 376 first-year undergraduate students (227 men and 149 women) enrolled in the physical education and sport programme at the University of Physical Education in Warsaw. The Polish adaptation of Carver, Scheier and Weintraub’s Multidimensional Inventory for Measuring Stress Coping – COPE and the mean grade from all first-year university courses (the indicator of academic achievements) were used. Results Men definitely preferred task-oriented strategies, while women preferred to look for support (instrumental and emotional) and placed higher importance on the focusing on and venting of emotions. Academic achievement correlated positively with task-oriented strategies and negatively with avoidance-oriented strategies. These relationships were partly confirmed by regression analyses. Conclusions The results of the study provide support for sex differences in the most frequently applied coping strategies. The results also suggest that avoidance-oriented strategies do not facilitate academic achievement, while active coping strategies correlate with greater success in studies.