This study explored how resilience can be predicted from coping styles (problem-focused, emotion-focused, and socially-focused) and personality characteristics (sense of mastery, sense of relatedness, and emotional reactivity). The sample consisted of 430 adults (256 general population, 77 VIH/cancer patients, and 97 parents of children with cancer or developmental problems). Several analyses were carried out: correlations to test discriminant validity; regression analyses to see whether resilience in different adverse situations is predicted by different coping and resiliency variables, and structural equations models and cross-validation analyses to compare two different predictive models (M1: from coping to resiliency, and from resiliency to resilience; M2: from resiliency to coping, and from coping to resilience). Results showed that coping factors as initial predictors and resilience factors as mediators (that is, M1), explained the greater variance in resilience scores. Besides, coping and personality factors predicted resilience differently depending on the type of adversity. Psychological interventions to boost resilience should focus on modifying the use of coping strategies, avoiding the utilization of the emotion-focused coping and social-focused coping, and promoting problem-focused coping.