This study examined whether coping strategies moderate the relationship between psychological stress and problem gambling among gambling-engaged millennials in Laguna. Using a quantitative, cross-sectional design, data were collected from 102 millennials aged 29 to 44 through purposive sampling. Standardized instruments included the Perceived Stress Scale (PSS-10), the Problem Gambling Severity Index (PGSI), and the Brief COPE Inventory. Statistical tools such as the mean, standard deviation, Pearson correlation, and moderation analysis using Hayes’ PROCESS Macro (Model 1) were employed. Findings revealed that respondents experienced a moderate level of psychological stress and a low level of problem gambling severity, while coping strategies were moderately utilized, with adaptive coping more prominent than maladaptive coping. A significant relationship was found between psychological stress and problem gambling (r = .357, p = .000), indicating a low but positive correlation. This suggests that higher stress levels are associated with increased problem gambling among millennials. Moreover, coping strategies significantly moderated this relationship (B = −0.870, F = 6.933, p = .027). The negative coefficient indicated that coping weakens the link between stress and problem gambling, suggesting that effective coping strategies served as protective factors against gambling-related risks. Based on these findings, the STRONG Program was proposed to enhance adaptive coping, improve stress management, and reduce the likelihood of problem gambling among millennials. Keywords: Psychological stress, problem gambling, coping strategies, millennials, and moderation