Gender differences in coping suggest the conceptualization of gender-specific stress management trainings for adolescents. In this pilot study, the acceptance of the newly developed school-based cognitive-behavioral stress management training was examined and preliminary results of the effectiveness of our gender-specific program were obtained. The intervention effects on coping were investigated in N = 35 girls and N = 45 boys of the fifth and sixth grade using a within design, separately analysed for both genders and consisting of three four weeks intervals: The no-treatment period before the intervention served as control period. The stress management training with six sessions within the school setting were delivered in the following experimental period. During the follow-up period the mid term intervention effects were examined. Girls benefited in minimization and relaxation in the short term. Boys improved in relaxation coping in the short and mid term. Boys also decreased in externalizing coping in the short run. Results are discussed with regard to modifications of the gender-specific program.