Chronic stress, a characteristic of modern time, has a significant impact on general health. In the context of psychiatric disorders, insufficient coping behavior under chronic stress has been linked to higher rates of (1) depressive symptoms among subjects of the general population, (2) relapse among patients under treatment for clinical depression, and (3) negative symptoms among subjects with an elevated vulnerability to psychosis. In this normative study we assessed basic coping behavior among 461 Chinese freshman university students along with their consumption behavior and general health in terms of regular exercises, physical health, psychosomatic disturbances, and mental health. The assessments relied on two instruments that have already demonstrated their capability of (1) reliably detecting insufficient coping behavior under chronic stress and (2) reliably quantifying the interrelation between coping behavior and mental health in the Western world. Thus, we aimed to complement existing data and to develop a generally available, socioculturally independent tool that can be used for the early detection of subjects with an elevated risk of mental health problems. Structural analyses yielded essentially the same scales “activity” and “defeatism” as previous studies on 2,500 students from Switzerland, Italy, Spain, the USA, and Argentina. These scales explained 74.3% of the observed variance in coping behavior among the 461 Chinese students. We found highly significant correlations (p < 0.0001) between the “defeatism” scale on the one hand, and the scales “regular use of medicine,” “psychosomatic disturbances,” and “impaired mental health” on the other. Particularly intriguing was the finding that a neural net classifier could be constructed to identify students with the highest contributions to the interrelation between “coping behavior” and “mental health,” yielding a correlation coefficient as high as r = 0.597 for the respective subgroup. Based on the normative data, an online tool for risk assessments was developed with immediate feedback to users. This study provided another piece of evidence regarding the close link between basic coping behavior and mental health, across cultures and ethnicities. In consequence, our approach to quantifying basic coping behavior, along with other risk factors, can be expected to clear the way for an “early” detection of students with an elevated risk of stress-related mental health problems, nota bene prior to the development of clinically relevant symptoms. The socioeconomic impact of the potential prevention of depressive -disorders, and psychiatric disorders in general, may be enormous.