Background: Theoretical models argue that coping reduces stress responses, yet no studies have tested whether coping moderates the prospective stress effects on sleep in daily life. Purpose: This study tested if coping moderates the stress-sleep association using a daily, intensive longitudinal design across 7–12 days. Methods: 326 young adults (Mage = 23.24 ± 5.46) reported perceived stress and coping (problem-focused, emotional-approach, and avoidance) every evening between 20:00–02:00, providing over 2400 nights of sleep data and 3000 stress surveys from all participants. Actigraphy and sleep diaries measured total-sleep-time and sleep efficiency. Multilevel models tested the interaction effects of within- and between-person stress and coping on sleep. Results: Within-person problem-focused and emotional-approach coping moderated the within-person stress effects on actigraphic total-sleep-time (both p = 0.02); higher stress predicted shorter total-sleep-time only during high use of problem-focused or emotional-approach coping (both p = 0.01). Between-person avoidance moderated the between-person stress effect on actigraphic total-sleep-time (p = 0.04); higher stress predicted shorter total-sleep-time for high avoidance coping (p = 0.02). Within-person emotional-approach coping buffered the between-person stress effect on actigraphic sleep efficiency (p = 0.02); higher stress predicted higher sleep efficiency for high emotional-approach coping (p = 0.04). Conclusions: This study showed that daily coping moderates the effects of evening stress on sleep that night. More efforts to cope with stress before bedtime had a short-term cost of shorter sleep that night. However, high use of emotional-approach coping buffered the impact of stress to promote sleep efficiency.