Abstract Background This study examines the relationship between coping strategies and symptoms of anxiety or depression among Dutch servicemembers deployed to Afghanistan. Methods Coping strategies were assessed in 33 battlefield casualties (BCs) and the control group (CTRLs) of 33 uninjured servicemembers from the same combat units using the Cognitive Emotion Regulation Questionnaire. A factor analysis was performed, and two clusters of coping strategies were derived, namely, adaptive and maladaptive coping. Symptoms of anxiety and depression were evaluated using the depression and anxiety subscales of the Symptom Checklist-90-Revised. Correlations between coping and symptoms of anxiety and between coping and symptoms of depression were calculated, and a logistic regression was performed. Results A moderate correlation was observed between maladaptive coping and symptoms of anxiety in the BC group (r = 0.42) and among the CTRLs (r = 0.56). A moderate correlation was observed between maladaptive coping and symptoms of depression in both groups (r = 0.55). The statistical analysis for the total sample (BCs and CTRLs) demonstrated no association between coping and symptoms of anxiety or depression. Conclusions A correlation but no association was observed between maladaptive coping and mental health disorders in deployed Dutch servicemembers. Further research should focus on constructing cluster profiles of coping strategies and associating them with mental health outcomes and reintegration into society.