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Background: Adolescence is a sensitive developmental period marked by heightened emotional reactivity and increasing demands on emotion recognition and regulation. Although alexithymia has been associated with less adaptive and avoidant coping tendencies in adolescents, most prior research has relied on descriptive or bivariate approaches, leaving the underlying processes and model-based pathways insufficiently clarified. In particular, the explanatory role of difficulties in emotion regulation in the association between alexithymia and coping strategies remains underexplored. This study aimed to address this gap by examining whether difficulties in emotion regulation mediate the relationship between alexithymia and coping strategies in adolescents. Methods: In this cross-sectional study, 1415 adolescents (13–17 years) from public high schools in Central Anatolia, Türkiye, completed the Toronto Alexithymia Scale (TAS-20), the Difficulties in Emotion Regulation Scale (DERS-16), and the Coping Strategies Indicator (CSI). Pearson correlations were calculated. Mediation analyses were conducted using PROCESS Macro (Model 4) with 5000 bootstrap samples, adjusting for age, gender, academic achievement, and family type. Results: Alexithymia was moderately associated with emotion regulation difficulties (r = 0.49, p < 0.001). Mediation analyses revealed significant indirect effects for seeking social support (B = −0.068, 95% CI [−0.087, −0.051]) and problem solving (B = −0.067, 95% CI [−0.086, −0.049]), with direct effects remaining significant, indicating inconsistent (competitive) mediation patterns. For avoidance coping, the indirect effect was significant (B = −0.072, 95% CI [−0.090, −0.055]), whereas the direct effect became non-significant, consistent with an indirect-only mediation pattern. Correlations involving coping outcomes were small in magnitude. According to Cohen’s criteria, the association between alexithymia and emotion regulation difficulties was moderate in magnitude, whereas correlations involving coping outcomes were small. Conclusions: Difficulties in emotion regulation emerged as a statistical mediator within the proposed model, demonstrating systematic associations between alexithymia and distinct coping patterns in adolescents. These findings underscore the relevance of emotion regulation–focused prevention and intervention efforts in school settings. By examining multiple coping outcomes simultaneously within a covariate-adjusted mediation framework in a large community adolescent sample, this study offers an integrative, model-based perspective on how alexithymic traits are linked to coping through regulatory difficulties.