Stress management interventions have traditionally aimed to change coping behaviour with little attention to mechanisms that drive behaviour change. We sought to test an integrated dual-process model, accounting for reasoned and automatic processes, for predicting problem-focussed coping behaviour. The study adopted a two-wave prospective correlational design with a 1-week follow-up. University students aged 17–25 (N = 272) completed survey measures online. At Time 1, participants completed self-report measures of attitude, subjective norm, perceived behavioural control, intention, behavioural automaticity, and past problem-focussed coping behaviour. At Time 2, participants completed follow-up measures of behavioural automaticity and problem-focussed coping behaviour. Structural equation modelling testing the hypothesised dual-process model exhibited a good fit to the data, accounting for 50.0% and 45.4% of the variance in intentions and problem-focussed coping behaviour, respectively. Attitude, subjective norm, perceived behavioural control, and past behaviour directly predicted intention. Intention, past behaviour, and behavioural automaticity directly predicted problem-focussed coping behaviour. Past behaviour also indirectly predicted problem-focussed coping behaviour via behavioural automaticity. Results suggest that problem-focussed coping behaviour tends to be regulated by reasoned psychological processes, and more strongly by automatic psychological processes. Future research aiming to increase problem-focussed coping should utilise behaviour change methods known to influence these processes.