This study examined the effectiveness of coping strategies adopted by students for test anxiety. A total of 150 undergraduates comprising 70 males and 80 females aged 19-30 years, (mean age) were involved in the study. An 18-item Examination Anxiety Coping Strategies Questionnaire developed by the researcher was used for data collection. Pearson r and t-test results indicated a high positive correlation of study coping strategy with students’ examination performance while prayer coping and cheating coping strategies have no significant correlation with. The results also showed no significant gender difference for prayer and study coping strategies but a significant gender difference for cheating coping strategy. Males were found to engage in cheating strategy more than females. It was therefore concluded that study coping strategy is the only positive strategy of the three coping strategies examined. The researcher recommended that psychological intervention need to be implemented to help the students to effectively apply study coping strategy and control the ineffective cheating strategy.