Low level of self-management in people with multiple sclerosis (MS) is considered to be a predominant factor that leads to poor rehabilitation efficacy. Studies focusing on the relationship between self-management and psychological variables that can be modified could contribute to expanding the knowledge needed to propose interventional programs aiming at patient activation. This study aimed to analyze whether coping strategies play a mediating role in the association between the perceived impact of MS and level of self-management in people with MS. The cross-sectional study included 382 people with MS. The participants completed the Multiple Sclerosis Self-Management Scale-Revised, Multiple Sclerosis Impact Scale-29, and Coping Inventory for Stressful Situations. The study hypothesis was evaluated using mediation analysis. The STROBE checklist specifically prepared for cross-sectional research was applied in this study for reporting. Results indicate that the emotion- and problem-focused strategies of coping can be treated as mediating the association between the MS impact and level of self-management in people with MS. A negative relationship was found between the perceived MS impact and problem-oriented coping, while a positive relationship was found between problem-oriented coping and self-management. Furthermore, a positive relationship was found between the MS impact and emotion-oriented coping, while a negative relationship was found between emotion-oriented coping and self-management. The indirect role of avoidance-oriented coping was not significant. Our study confirms the role played by coping strategies in individuals' self-management. In MS, self-management determined by perceived MS impact can be controlled by decreasing emotional-coping while increasing problem-coping strategies. Our study imparts new knowledge regarding the potential interventions for improving the level of self-management in people with MS. It indicates that recognition of individuals' illness perceptions as well as maladaptive coping strategies can help health professionals identify those who might be having lower level of self-management.