Individual coping is identified as an important factor in relation to health and well-being. Although several coping scales have been developed, key terms of coping such as nature and a number of primary and secondary factors (dimensions) are obscure. Coping scales, such as those that have been developed through exploratory factor analysis (EFA), have been criticized for poor psychometric properties, yet the critique so far does not evaluate development of the scales against best test-theoretical practice. The present study reviews six adolescent coping scales against ten detailed psychometric criteria in relation to statistical choices throughout the process of scale development. All six scales measured poorly on several criteria. Best practice had not been followed throughout their development and they suffered serious psychometric limitations. These findings indicate that there still is empirical research to be pursued in search of latent constructs and possible dimensions of coping through the implementation of EFA.