During the early preschool years, children are learning more about social emotional competencies such as self-awareness, self-regulation, and social awareness. Nurturing these skills is important for positive developmental outcomes. In this chapter, we outline a body of research which identified age-appropriate use of children’s coping language in the early learning setting, the development and validation of tools to measure the coping construct, and its relationship with indicators of children’s anxiety, strengths, and difficulties. An early years coping based social emotional program, COPE-R, was developed to teach preschoolers about caring, open communication, politeness, and empathic sharing. The program, its implementation and evaluation using multiple approaches, is described. This exploratory research found that participation in the program assisted children’s social emotional competencies. Collectively, the chapter highlights how social emotional skills can be assessed and taught in an early learning setting of three to five year old children.