INTRODUCTION. Teachers are a professional group especially exposed to high levels of stress leading to anxiety and depression problems. The development of their socio-emotional competences (SEC) and coping strategies can be considered essential personal resources that favour the possibility of responding to the high demands in the current educational context. The present study explores the mediating role of approach and avoidance coping strategies between socio-emotional competences and psychological well-being, distress, and teaching engagement. METHOD. The study was conducted in a sample of 395 primary, secondary, baccalaureate and university teachers of 45.07 years (SD = 17.95 years), 83.3% women, who completed a set of self-report questionnaires about the different variables studied. The data were analysed using confirmatory structural equation models to estimate the mediating role of coping strategies between socio-emotional competences and measures of psychological well-being, distress, and engagement. RESULTS. The mediation model showed a good fit with the data (Goodness of Fit Index = 0.955, Normed Fit Index = 0.932, Standardized Root Mean Square Residual = 0.117). Specifically, socio-emotional competences predicted directly and positively psychological well-being and engagement, and predicted negatively psychological distress. An indirect effect of socio-emotional competences on psychological well-being and engagement was found mediated by approach coping. In addition, another indirect effect of socio-emotional competences on psychological distress was found mediated by avoidance coping. DISCUSSION. The results of this study allow to consider the development of teachers’ socioemotional competences and approach coping strategies as important aspects to be included in the framework of their initial or in-service training in order to contribute to their psychological well-being and their engagement in schools.