COVID-19 has speedily immersed the globe with 72+ million cases and 1.64 million deaths, in a span of around one year, disturbing and deteriorating almost every sphere of life. This study investigates how students in Pakistan have coped with the COVID-19. Zung's self-rating anxiety scale (SAS) was used for measuring anxiety and the coping strategies were measured on four strategies i.e., seeking social support, humanitarian, acceptance, and mental disengagement. Among 494 respondents, 61% were females and 77.3% of the students were in the age group of 19-25 years. The study findings indicate that approximately 41 percent of students are experiencing some level of anxiety, including 16% with severe to extreme levels. Seeking social support seemed to be the least preferred coping strategy and that female students seek social support, humanitarian, and acceptance coping strategies more than males. Students used both emotion-based and problem-based coping strategies. The variables of gender, age, ethnicity, level and type of study, and living arrangement of the students were associated with usage of coping strategies. Findings showing that students do not prefer to seek social support. The study outcomes will provide basic data for university policies in Pakistan and the other countries with same cultural contexts to design and place better mental health provisions for students.