School-aged children have to deal with a variety of academic stressors that have been linked with psychological maladjustment. In previous studies, the development and evaluation of primary preventive school-based stress management programs among children have been widely neglected. In the present study, the Anti-Stress Training for children (Hampel Petermann, 2003) was adapted for primary schools. Effects of the training on coping prior to, immediately after, and 6 weeks after the intervention were examined among N = 102 third and fourth graders, using a control-group design with block randomization. Children in the intervention group improved in adaptive coping strategies immediately and 6 weeks after the intervention. Moreover, immediately after the intervention levels of adaptive coping strategies in the intervention group were statistically and clinically significantly higher than in the untreated control group. Thus, results support that this stress management training in primary schools may have beneficial effects on adaptive coping and improve mental health of school-aged children.