Many risk factors have been put forward to account for the significant increase in adolescent male suicide over the last 20 years, and the pronounced sex difference in suicide statistics. In particular, hopelessness has been shown to be a strong indicator of suicidality. This study investigated the relationship of gender role, stress, and coping to hopelessness in a normal adolescent population. It was hypothesized that stress, coping and a masculine gender role would contribute to hopelessness. 288 adolescent students between the ages of 15 and 18 were surveyed using the Adolescent Stress Scale, the Beck Hopelessness Scale, the Australian Sex Role Scale, and the Adolescent Coping Scale. Contrary to expectation, having a masculine gender role was not related to hopelessness; students with an undifferentiated gender role had higher levels of hopelessness than androgynous, masculine, and feminine students. However, the majority of students who had an undifferentiated gender role were male. Hopelessness was also associated with high levels of stress and the use of avoidance coping strategies. The results are discussed within the transactional stress model and the stress-diathesis model.