The project studied the factors influencing the choice of students’ adaptation coping strategies for exam stress, namely, gender, physiology, anxiety, and sports. The study involved 139 healthy boy and girl student volunteers, both athletes and non-athletes, in their 1st and 2nd year of studies, aged between 18-22 years. It was conducted during the examinations with informed consent in accordance with the protocol № 6.26.06.2018, approved by the Local Ethics Committee. Stable relationships between anxiety and a number of physiological parameters were found: blood biochemistry, hormones and the functional state of the respiratory system. It showed that neither regular physical activities (sports) nor physiological parameters, affect the choice of coping strategy in the stressful situation of the exam and are not related to personal anxiety. Statistically significant differences were also found in the severity of reactive and personal anxiety in boys and girls, who used a number of coping strategies: “search for social support”, “acceptance of responsibility”, “flight-avoidance”. The article shows the correlation dependences between anxiety and physiological parameters and anxiety and coping strategies. The phenomenon of anxiety under examination stress is apparently a link between physiological parameters and behavior.