The research objective was to establish relationships of associa-tion, interdependence and structural prediction between the variables of test anxiety, self-regulation and stress coping strategies. The theoretical framework of reference was the Competence for Studying, Learning and Perform-ing under Stress (CSLPS) model. Participating were 142 students who were preparing for professional examinations to attain a post as public school teacher (primary education), enrolled at academies in Almería (Spain) for this purpose. Previously validated questionnaires were administered for da-ta collection. The study design was linear ex post-facto, with bivariate, in-ferential analyses of association (ANOVAs and MANOVAs) and of struc-tural prediction. Results showed a negative relationship between test anxie-ty self-regulation, especially in students with high emotionality, and a nega-tive impact on decision making. Positive relationships were found between test anxiety and strategies for coping with stress. Finally, a positive predic-tive relationship was verified between self-regulation and coping strategies, while associative and inferential analyses highlighted the role of goals as determining factors in strategies used for coping with stress, especially strategies that focus on problem solving. Results are discussed and implica-tions for improving these processes in professional examination candidates are established.