Anxiety becomes a rising problem among adolescents in recent years, leading to serious psychological symptoms and physical discomfort (Reiss, 2013). Previous studies have shown that neuroticism is a predictor of anxiety among youths (Clark, Watson & Mineka, 1994; Costa & McCrae, 1980). Yet, the underlying mechanisms that drive this relationship are largely unknown and there had been some mixed findings on what exactly mediates this relationship (Broderick, 1998; Nolen-Hoeksema, Parker & Larson, 1994). To facilitate our understanding in this matter, the current study examines the role of emotion-focused coping strategies, as a mediator in explaining the association between neuroticism and anxiety among adolescents. A total of 118 participants aged between 9 to 15 years old took part in our study and filled in self-report measures including the Revised NEO Personality Inventory (NEO PI-R), Revised Ways of Coping Checklist and the Multidimensional Anxiety Scale for Children (MASC). Based on the result of structural equation modeling, neuroticism predicts anxiety through the mediating effects of the four negative emotion-focused coping strategies, including blamed self, blamed others, wishful thinking and avoidance. Our findings draw implications for risk identification and early prevention intervention for adolescent anxiety.