This research assesses Health-Related Quality of Life (HRQoL) in a Spanish sample of adolescent cancer survivors, and analyzes the relationship between HRQoL, coping styles and physical exercise. Forty-two survivors (12–19 years), who were ≥ 1 year of remission, completed standardized measures of HRQoL (CHIP-AE), coping strategies (ACS) and physical exercise (AECEF). Mean scores in all HRQoL domains were within normative values. Multiple regression analysis revealed that physical exercise and productive coping were related to higher HRQoL, whereas non-productive coping was related to lower HRQoL. This sample of survivors reported good levels of HRQoL, which are mediated by coping styles and physical exercise.