Objectives: The purposes of this study were to investigate the influence of stress cognition of adolescents in a single-parent family on their problem-focused coping behaviors, and to verify the mediating effect of family cohesion between stress cognition and their problem-focused coping behaviors. Method: A survey was conducted on middle school students in Gwangju, and the responses of 404 participants were used in the analysis. The data were analyzed using the SPSS 21.0 program. Results: The results of this study were as follows: First, stress cognition had a negative influence on the problem-focused coping behaviors of the adolescents of single-parent family. Second, family cohesion completely mediated the effects of stress cognition on this problem-focused coping behaviors. Conclusions: This study suggests that it is necessary to improve the function of family cohesion in order to improve the problem-focused coping behaviors of adolescents in single-parent families.