The COVID-19 pandemic has been associated with significant levels of stress worldwide. For students, certain levels of distress due to the uncertainties of the pandemic, leading to the use of online resources and social media for information, entertainment and social connection. As there is evidence that show both positive and detrimental effects of social media, clarifying its relationship with COVID-19 stress is essential. Furthermore, coping styles, which incorporate the means by which individuals respond to stress, may alter such a relationship given the plethora of reasons of using social media intensely. Hence, this study explored the relationship between COVID-19 stress and Facebook use intensity among college students in relation to the Differential Susceptibility to Media Effects Model (Valkenburg and Peter in J Commun 63(2):221 243, 2013). The regression analysis of responses from 220 college students indicated a strong positive relationship. Furthermore, a moderation analysis showed that Approach and Avoidant coping styles, when taken on their own, do not significantly moderate the relationship. However, the interaction of both coping styles significantly moderates the relationship of COVID-19 Stress and Facebook intensity. This confirms the contention that since social media use is highly subjective on an individual’s motives, coping through social media use also involves a combination of different types of coping.