Purpose The purpose of this cross-sectional study is to examine the direct relationships between occupational stress (OccS), coping and well-being (WB). The study further examined the mediating and moderating roles of adaptive coping and maladaptive coping on OccS and WB among the construction workforce in South Africa. Design/methodology/approach Data were collected from construction companies in South Africa, and the sample were conveniently selected based on proximity and familiarity with the researcher. A total of 201 subjects were suitable for conducting the study after data were screened. A quantitative research approach was used, and data were analysed in IBM SPSS v28 for descriptive statistics and exploratory factor analysis. The reliability and validity of the constructs were measured and met the minimum thresholds. Furthermore, IBM AMOS v28 was used for confirmatory factor analysis and structural equation modelling to test the hypothesised relationships. Process macro v4.2 was also used to test the mediation and moderation relationships. Psychological well-being was measured using the validated WHO-5 Well-being Index Measure. Findings The finding of the study revealed that subjective well-being was good, with a score of 77.97 out of 100. The finding also revealed that there were no significant relationships for the hypothesised mediation relationships between either adaptive coping and maladaptive coping as mediators between OccS and WB, although there was a partial mediation relationship when both maladaptive and adaptive coping mediated the relationship between OccS and WB. Furthermore, adaptive coping acted as a moderator between OccS and WB. Research limitations/implications The study only focuses on the mediation and moderation relationships between OccS and subjective WB. Adaptive coping was limited to social support and active coping, while WB was limited to quality of life. The study is quantitative and suffers from the limitations associated with this type of research. Furthermore, while sound measures were used to ensure validity and reliability, the study relied on the opinions of the respondents, and opinions may not necessarily present facts. Practical implications This study highlighted some of the effects of coping on mental well-being of the South African construction workforce. The findings provide insight to some areas of concern relating to OccS management to improve the overall WB of the workforce. Social implications The construction industry relies on a healthy and active workforce. To ensure sustainability of the workers and to ensure that each worker returns home safe to their family, it is important to address workers mental health especially at work where workers spend majority of their time. This is important in an industry that employs the poor and marginalised. Originality/value This study addressed both the knowledge and population gap. Majority of the study have focused on construction professionals who constitute about 30% of the entire workforce. The current study examined stress across all professions. Furthermore, the study used the psychological stress theory to examine coping and its impact on the workforce.