The objective of this investigation was to examine the stress and coping styles in Japanese nursing students. The principal measures of the stress and coping styles were the General Health Questionnaire (GHQ)-12 and Brief Coping Orientations to Problems Experienced scale. In a cross-sectional analysis, 1324 students completed the anonymous self-administered questionnaires including the scales earlier. Feeling stress, living with family, not eating breakfast every day, having no regular exercise and poor sleep were associated with GHQ responder (psychological distressed group). The most commonly reported source of stress was taking examinations, followed by relationships with friends, engaging in clinical practice and presenting reports. The three most common coping styles adopted by the nursing students were acceptance, self-distraction and using instrumental support. By logistic regression analysis of coping styles with GHQ responder, self-blame, active coping, acceptance and behavioural disengagement were highly associated with GHQ responder. The nursing school educators as well as students should be aware of stress management strategies (e.g. using active coping and avoiding self-blame) that may help prevent depression.