Climate change is a major threat requiring active engagement from young people. However, adolescents can experience distress when confronting the problem. This three-wave longitudinal study of 684 adolescents (ages 12–17) examines how climate change distress and pro-environmental behavior influence each other at a within-person level and the role of coping strategies (de-emphasizing, problem-focused, meaning-focused coping) in such relationships. The results reveal that higher-than-expected levels of pro-environmental behavior were associated with higher-than-expected levels of climate change distress one year later, while higher-than-expected levels of climate change distress were associated with lower-than-expected levels of pro-environmental behavior. However, the results underscore the vital role of meaning-focused coping in managing climate change distress to promote pro-environmental behavior. For adolescents utilizing a high degree of meaning-focused coping, higher-than-expected levels of climate change distress were associated with increases in pro-environmental behavior over time, whereas the influence of pro-environmental behavior on distress was nonsignificant. In addition, a bidirectional longitudinal association was discovered between higher-than-expected levels of pro-environmental behavior and problem-focused coping. Overall, the study highlights the complex longitudinal dynamics between climate change distress, pro-environmental behavior, and coping strategies. The findings underline the importance of addressing coping strategies in interventions to promote active climate engagement and reduce distress among adolescents.