In an effort to extend theory & research on the effect of role stress on individuals and their coping ability, the relationship between Role Stress and Coping with Role Stress among women executives was examined. In today’s world more women are taking up managerial responsibilities which require them to balance multiple roles both at work and at home. This automatically gives rise to some amount of stress. In the present study, the sample consists of 200 adult women executives. The research examines the different role stressors encountered by women executives and the coping style used by them, to deal with these stressors. Results showed that executives tend to use more of proactive style of Approach Mode of Coping with Role Stress wherein they deal with Role Stress through own efforts, seeking help from significant others and using organizational resources to reduce role stress.