The purpose of this study was to examine whether coping styles (Active coping, Internal coping and Withdrawal coping) mediated the relationships between anxiety and severity of illicit substance use among a sample of 110 Swiss adolescents ages 12-19 (M=16.3, SD=1.66). The current study tested two competing models of anxiety on severity of illicit substance use. In the first model, we tested the direct effect of trait anxiety (STAI-Y anxiety score) on severity of illicit substance use (ADAD drug use severity rating), while in the second models we examined the mediating role of coping styles in the link between trait anxiety and severity of illicit substance use. Path models indicated that the associations between trait anxiety and severity of illicit substance use are partially mediated by active and withdrawal coping styles. Limitations of the findings and implications for prevention of substance use in adolescence are discussed.