This study aimed to test the importance of the match between control appraisals and coping responses as relating to the psychological symptoms of anxiety and depression in adolescents. Besides this match, by means of a survey study the main effects of control appraisals and coping strategies were tested via hierarchical regression analyses, which were run for anxiety and depression symptoms separately. Participants were 396 students (204 girls, 192 boys) whose ages were 11 to 18 years. After controlling for potential factors such as appraisals concerning the problem features, some subject variables, and perceived general stress, results indicated an important discriminative feature among these symptoms, addressing greater use of problem-focused coping than emotion-focused coping, was associated with alleviated depression symptoms of adolescents. On the other hand, the preferring coping strategies were not related to anxiety symptoms. Importance of problem appraisals and coping responses in alleviating depression and anxiety symptoms were discussed together with their potential function in discriminating associates of these symptoms.