This study aimed to explore the relationships between sense of coherence (SOC) and stress reactions as mediated by cognitive appraisal and coping strategies among adolescents facing the acute stressful situation of missile attacks. Employing the Salutogenic Model and the interactionist approach to coping, we asked what the roles of situational factors such as coping strategies and cognitive appraisal were in mediating the relationship between SOC and stress reactions. Data were gathered during January 2009 when hundreds of missiles fell in southern Israel. One hundred and thirty eight adolescents filled out questionnaires dealing with SOC, cognitive appraisal (endangerment feelings), Adolescent Coping Scale, state anxiety, state anger, and psychological distress. Overall, our model explained 55% of the variance in stress reactions. SOC had the strongest total direct and indirect effects. Previous findings have indicated SOC as playing only a limited role in explaining stress reactions in acute stress situations. The results of this study highlight the potential of SOC as a powerful resilience factor even in an acute situation, through mediation of situational factors.