Learning approaches are factors that contribute to sustainability education. Academic stress negatively affects students’ performances in the context of sustainability teaching. This study analyzed how deep and surface approaches could be related to coping with academic stress and gender. An online survey was completed by 1012 university students. The relationship between gender, sources of stress and learning approaches was examined through a multivariate canonical correspondence analysis. Results showed differences in stress-coping strategies depending on the learning approach used. In both female and male students, academic stress was handled with a deep learning approach. The findings provide implications for professors and highlight the importance of variables such as deep learning and gender in the teaching and learning sustainability process.