The main aim of this paper is to compare coping and problem solving strategies in women with subclinical eating disorders, women at risk of eating disorders and healthy women. The participants involved were 33 healthy women, 33 at risk, and 21 with sub-clinical anorexia or bulimia. The following instruments were used: Eating Attitude Test, Composite International Diagnostic Interview, Problem Solving Inventory and Coping Inventory. Data were analyzed using a Kruskal-Wallis test and the Mann Whitney U test for the ‘post hoc’ comparisons. Women with eating disorders differ from the rest, as they have a deficient ability to solve problems, scarce seeking of support and functional emotional coping. They are also characterized by a greater use of non-functional emotional coping strategies. Deficiencies in appropriate skills to solve problems and deal with daily stressful situations could result in the development of dysfunctional skills, such as self-starving or binge eating and purging. Results constitute a first attempt to the understanding of the role of these cognitive strategies in the development and maintenance of anorexia or bulimia nervosa.