The higher prevalence of health problems in homosexual compared to heterosexual populations is usually understood as a consequence of minority stress. We hypothesized that differential rates of health problems also could result from sexual orientation-related differences in coping styles. We explored this using data collected in a general population-based study (N = 9684) via face-to-face interviews. A higher prevalence of both mental and physical health problems, as assessed with individual questions, the GHQ-12, and checklists, was observed in homosexual compared to heterosexual men and women. Coping style was related to sexual orientation in men, but not in women. Compared to heterosexual men, homosexual men more strongly applied emotion-oriented and avoidance coping strategies. Emotion-oriented coping mediated the differences in mental and physical health between heterosexual and homosexual men. Findings suggest the importance of further exploration of the development and use of emotion-oriented and avoidance coping by homosexual men.