Objectives: This current study investigates the relationship between the endorsement of masculine and feminine gender role orientation in accordance with Bem’s indices and both personal resources and coping with stress. Materials and Methods: The Bem Sex Role Inventory, the Coping Inventory for Stressful Situations, the Satisfaction with Life Scale, the Life Orientation Scale-Revised, the General Self-Efficacy Scale and the Personal Competence Scale were completed by 308 employees of a city transport company (123 females and 185 males). Results: Results reveal that androgynous individuals, masculine women and masculine men, possess stronger psychological resources compared with undifferentiated and feminine individuals. Moreover, satisfaction with life, femininity, the sense of personal competence and optimism are significant predictors of coping (in descending order of influence). Masculinity is a significant positive predictor only in problem-oriented coping. Conclusions: These findings may have implications for the conservation of personal resources as well as for stress management interventions.