Background: The COVID-19 pandemic in Indonesia has led to a significant increase in mortality, with the death toll reaching 161,000, the second highest in Southeast Asia. The province of DKI Jakarta alone has reported 12,531 deaths, with 60% occurring among individuals aged 31–50 years. This high mortality rate has profoundly affected the role of parents, leaving adolescents to face considerable social and psychological challenges. The loss of a parent due to COVID-19 can severely disrupt an adolescent’s life, leading to heightened stress and anxiety as they struggle to cope without parental support. This study aims to identify the factors influencing the coping mechanisms of adolescents who have lost a parent due to COVID-19 and to examine the associated symptoms of stress and anxiety. Methods: This study employs an explanatory survey design, focusing on adolescents in DKI Jakarta. The sample comprises 516 adolescents, selected through purposive sampling based on the criterion of having lost a parent due to COVID-19. Data analysis is conducted using structural equation modeling (SEM) with partial least squares (PLS). Results: The research findings indicate that 60.3% of the respondents were female adolescents, 90.1% were from low-income families, and 66.5% lived in nuclear families. Most adolescents had lost their fathers (71.9%), with 24.2% reporting traumatic experiences and 75.2% having endured the loss for more than 12 months. The coefficient of determination (R2) was categorized as strong, with a value greater than 0.67. Hypothesis testing of the inner model using path coefficients revealed the following significant relationships: 1) between focal stimulus variables, stressor assessment variables, and coping mechanism variables (p-value < 0.05); 2) between focal stimulus variables, stressor assessment variables, coping source variables, coping mechanism variables, and stress (p-value < 0.05); and 3) between focal stimulus variables, stressor assessment variables, and coping mechanism variables with anxiety (p-value < 0.05). Conclusion: Practical recommendations are proposed to enhance adolescents’ coping mechanisms in managing stress and anxiety resulting from loss. These include developing effective coping strategies, providing training on coping mechanisms for loss, and offering counseling services. The model demonstrates a sufficiently strong interaction between triggering factors, coping mechanisms, and psychological impacts, which contributes to strengthening adolescents’ resilience to loss during this critical period. © 2024 The Author(s).