Stress is a common experience for university students. Elevated stress with limited healthy coping capabilities may result in students turning to external resources such as substance use (alcohol and drugs) to cope. Undergraduate students (N = 5,917) were surveyed to examine the relationship between perceived stress and engagement in substance use coping. Results indicate that higher stress is associated with students’ reports of unhealthy coping. Interestingly, reports of stress and substance use coping were higher in later university years. These findings suggest the need for increased efforts to integrate programming on healthy coping across all years in university.