In a short-term longitudinal study of 314 U.S. military-dependent children (Grades 2-6) in Berlin, Germany, we examined whether children's coping strategies mediate the relations between their action-control beliefs and anxiety. The results provided only limited support for a mediational hypothesis. At both times of measurement, self-related agency beliefs related to (a) increased prosocial coping, (b) reduced antisocial coping, and (c) reduced anxiety. Prosocial coping was not uniquely related to anxiety. However, antisocial coping did partially mediate the relations between children's action-control beliefs and anxiety over time. Consistent with previous literature, boys reported using antisocial coping more than did girls, and younger children reported using primary control coping strategies more than did older children. Results are discussed in terms of lifespan differences in the development of coping strategies.