Physical education (PE) teachers and PE pre-service teachers are confronted with demands that are specific for physical education. The purpose of this study was to examine perceived stress and coping and their association in PE teachers, PE pre-service teachers and PE students in order to prepare (prospective) PE teachers for handling such specific demands. The sample consisted of 256 PE teachers, 120 PE pre-service teachers and 259 PE students. Perceived stress was measured by the Perceived Stress Questionnaire and coping strategies (focus on positive coping, support coping, active coping and evasive coping) were assessed by the Brief COPE Inventory. Results showed that PE pre-service teachers have significantly higher values in perceived stress than PE teachers and PE students. Moreover, evasive coping is positively associated with perceived stress, especially when PE pre-service teachers use evasive coping strategies. In conclusion, suggestions for improving coping in PE teachers, PE pre-service teachers and PE teachers were made.