Although cognitive reappraisal and distraction are generally both beneficial to down-regulate negative affect, it remains unknown whether one may be more effective in helping adolescents handle stressful situations. Therefore, this study compared the effects of both strategies on adolescent's psychophysiological stress responses. Belgian adolescents (N = 82, Mage = 13.99 years, SDage = 0.62; 38% males) received a 100-min training on cognitive reappraisal or distraction to ensure adolescents could use the strategies when instructed; subsequently they were exposed to a standardized interpersonal stressor after which they were instructed to use the learned technique. As compared to participants in the cognitive reappraisal condition, participants in the distraction condition reported larger increases in positive affect during the initial minutes of stress recovery. However, no clear differences emerged when examining negative affect and respiratory sinus arrythmia recovery. These findings provide new insights into the effectiveness of cognitive reappraisal and distraction in adolescents.