The current study aimed to identify the relationship between methods of coping with psychological stress and test anxiety among eleventh grade students in Al Dakhiliyah Governorate at Sultanate of Oman. The study sample consists of (299) respondents .The method of selection of sample was by using available sample. Current study use two measurement, The first one was Scale of Coping with Psychological Stress written by Abdullah(2014) and the second one was Test`s Anxiety written by Abu Azab(2008). The results showed that All methods of coping with psychological stress were high among eleventh grade students, except method of seeking social support it com as moderate degree , They are as follows : method of converting to religion, the positive thinking method, the effective confrontation method, the planning method, the ineffective confrontation method, the focusing method on emotions, the denial method, the method of seeking social support. Also The study found that the level of test anxiety among eleventh grade students was average. There is a direct correlation between the methods of coping with psychological pressures, which are: the effective confrontation method, the planning method, the method of seeking social support, and the positive thinking method, and the level of test anxiety. There are also statistically significant differences between the average scores of males and females on the scale of methods of coping with psychological pressures in favor of males in the following methods: the method of seeking social support, the method of positive rethinking, the method of converting to religion, and the method of denial. There are statistically significant differences between the average scores of males and females on the test anxiety scale in favor of females in the following aspects: the physical and social aspects.