Introduction: Previous studies have shown that medical students experience a great level of burnout and poor well-being during their clinical training periods. In this study, we sought to understand how military medical students cope with stress to prevent burnout and support their well-being. We also investigated if these coping strategies are associated with military medical students' self-reported well-being, burnout, and depression levels. The findings could help inform programming, resources, and educational strategies to better support students to thrive in their careers long term. Methods: Using a cross-sectional research design, we surveyed military medical students and conducted content analysis on participant responses to the open-ended item by trained coders. Coding was based on the existing coping theory frameworks as well as categories that emerged inductively to represent the data. Results: The primary four strategies military medical students utilized included social connection (59.9%), exercise (58.3%), personal relaxation (36%), and work-life balance (15.7%). The use of work-life balance strategy was significantly associated with more positive well-being and lower depression compared to those who did not use this strategy. Three main coping typologies were further extracted, including personal care, connection, and cognitive strategies. Based on the typologies, 62% of students were recognized as multi-type copers (who combined more than two coping typologies), who reported significantly more positive well-being compared to students who relied on a single typology. Conclusions: The findings demonstrate that certain coping strategies are more positively associated with a good state of well-being and less burnout, and that utilization of multiple types of coping strategies is more supportive. This study amplifies the voice of military medical students concerning the importance of prioritizing self-care and available resources given the unique pressures and demands of their dual military medical curriculum.