Background: Medical training is a stressing situation, making medical students vulnerable to psychiatric disorders, such as depression and anxiety. Objective: The study aimed to assess the prevalence of stress and coping in students of a public medical school in Brazil, comparing the groups from the first and sixth years of training. Methods: Through a cross-sectional, observational study, a sample of 232 first and sixth-year regularly registered medical students has been evaluated. Students filled a socio-demographic questionnaire, the Lipp Inventory of Stress Symptoms (ISSL), and the Coping Strategies Inventory (CSI). Results: From the total sample of 232 students, 110 were first-year students and 122 sixth-year students. Stress symptoms were significantly higher in first-year students (49.1%) than in the sixth-year group (33.6%; p = 0.018). Variables significantly associated with stress were: year of the training (1st year > 6th year), income (lower > higher income), satisfaction with the training (dissatisfied > satisfied) and the use of escape/avoidance copying strategy (positive association). Discussion: Considering the higher stress symptoms among first-year medical students and the positive association of the escape/avoidance copying strategy with stress, strategies must be developed to enable students starting medical school to be better at coping with this stressful situations.