This article develops and presents a model of the relationships among emotional intelligence, self-leadership, and stress coping among management students. In short, the authors’ model suggests that effective emotion regulation and self-leadership, as mediated through positive affect and self-efficacy, has the potential to facilitate stress coping among students. A primary implication of the model is that basic emotion regulation and self-leadership strategies could be included in introductory management courses to potentially increase management students’ abilities to cope with stress. Furthermore, because the model has the potential to generalize to the workplace, management students exposed to emotion regulation and self-leadership strategies may be better equipped to effectively manage stress in their future careers.