Parent-adolescent relationships support the development of adolescent coping styles, but this support may be impacted by parent and adolescent gender, as well as by the presence of anxiety symptoms. This study examined the moderating role of adolescent anxiety symptoms for the longitudinal relationship between adolescent–parent communication with mothers and fathers and adolescent coping styles. Surveys were administered to 1034 high school students (Mage = 16.16, SD = 0.75; 55% girls; 58% White) in the spring of 2007 (T1) and spring of 2008 (T2). Results indicated that adolescent–mother communication positively predicted the development of coping styles, particularly for boys’ emotion-focused coping styles. In contrast, adolescent–father communication negatively predicted some emotion-focused coping styles for boys, including venting coping, emotional social support seeking coping, and religious coping. Adolescent–father communication did not predict any coping styles for girls. Anxiety moderated relationships, such that adolescent–mother communication positively predicted the development of girls’ and boys’ coping styles only in the context of low anxiety symptoms. For boys, adolescent–father communication predicted more venting coping and religious coping when adolescent anxiety symptoms were high. These findings point to complex gender differences in the social development of adolescent coping styles, and these findings underscore the need to examine parent and adolescent gender differences.