OBJECTIVE Both trauma exposure and coping are strong predictors of mental health outcomes. There is evidence that trauma and coping are linked, with cross-sectional work suggesting that individuals with more trauma exposure show poorer coping ability (i.e., more avoidance coping, less approach coping). To date, no study has examined the temporal directionality of this association, a question with important clinical implications. METHODS Using a longitudinal data set over 4 years of college (N = 787), we examined bidirectional associations between trauma exposure and 3 coping styles (approach, avoidance, social support seeking). Our data analytic approach allowed us to examine both within-person and between-person effects, to better determine how change occurs at the individual level. Coping was assessed using the Brief Cope (Carver, 1997), and trauma exposure was assessed using the Traumatic Life Experiences Questionnaire (Kubany et al., 2000). Gender, baseline posttraumatic stress disorder symptoms, and precollege trauma were included as statistical control variables. RESULTS The between-person effects were consistent with the cross-sectional literature. Interestingly, rather than an increase in avoidance coping and trauma exposure over time, the within-person findings suggested an adaptive cycle over time, in which increased trauma exposure marginally predicted an increase in approach coping (B = .05, p = .07), and approach coping predicted decreased trauma exposure (B = -.07, p = .04). CONCLUSIONS Our study sheds new light on how coping and stressful events may impact one another across time. Findings suggest that a focus on approach-based coping skills may be an important direction for prevention efforts. (PsycINFO Database Record (c) 2020 APA, all rights reserved).