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PurposeThe stress-coping model is extensively studied in the academic context. Past studies have primarily focused on different coping strategies adopted by students to overcome academic stress. However, an important question, how to equip students to cope with stress, was ignored. Drawing on stress-coping theory and the extracurricular activity (ECA) literature, the current study investigates the intervention of ECA participation on students’ coping, academic performance, and well-being in a natural setting.Design/methodology/approachThe study follows a “cross-sectional post-test only quasi-experimental design” using a natural experimental setting.FindingsThe findings indicate that participation in ECA has a significant influence on academic outcomes. Different types of ECA participation influence well-being, whereas time spent on ECA positively affects academic performance. Further, the findings also indicate that involvement in ECA moderates the relationship between academic stress and coping.Practical implicationsThe study results have practical implications for designing interventional ECA to enhance students’ academic outcomes and well-being.Originality/valueThe study indicates the effectiveness of ECA participation in dealing with academic stress and the development of constructive coping strategies. Hence, the authors advise the academic administrators to integrate ECA in the academic setting.