The National College Entrance Examination, or Gaokao (高考), is not only a fundamental institution in contemporary China but also a major stressor and potential turning point in any Chinese student's career. The saying “one exam determines one’s whole life” (yi kao ding zhongshen 一考定终身) gets to the heart of the matter. The aim of this study is to contribute to an understanding of why this institution has been able to persist despite of its many flaws, most importantly regional inequalities and intransparencies in the admission process. I propose the theory that the system has been able to persist, among other reasons, because students have found ways to cope with it individually. In order to comprehensively examine Chinese students' coping strategies in dealing with the Gaokao, nineteen interviews with students from East China Normal University (ECNU) conducted in 2012 were analysed by means of qualitative content analysis. Following the theoretical framework by Lazarus and Folkman (1984; Folkman 2008), this paper distinguishes between problem-focused, emotion-focused and meaning-focused coping and further differentiates between prospective and reactive strategies. The results reveal that students are aware of the problems within the higher education entry system but simply consider them a given. Rather than protesting in a collective manner, students adapt to their individual circumstances and try to make the best of them: They show strategic reasoning and problem-solving skills to take matters into their own hands or find ways to cope with what cannot be changed in a positive way. Finally, to add to the discussion on the persistence of the Gaokao, students' coping strategies are interpreted as the individuals' ways to exert agency within institutional constraints.