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The purpose of this study was to examine the interrelationships between mental toughness (MT) and two constructs also linked to athletic performance, emotional intelligence (EI) and coping effectiveness. A sample of 151 male adolescent athletes (M age = 15.4 years, SD = 1.3) completed the Sports Mental Toughness Questionnaire, the Self-Rated Emotional Intelligence Scale, and an adapted version of the Coping Effectiveness Scale. The regression and mediation analysis results supported both hypotheses in that (a) EI was a significant predictor of MT and (b) the relationship between EI and coping effectiveness was fully mediated by MT. The findings suggest that EI may be an important mechanism through which mentally tough responses and outcomes are generated. Furthermore, although EI is associated with coping effectiveness, it is the attributes of MT that account for the superior coping effectiveness reported among athletes high in EI. Future research could explore whether MT may be developed through intervention programs that target EI, along with the influence of such programs on athletes' coping effectiveness.