Introduction: Psychological distress is a major problem of present era discussed extensively in many refugee literatures. It is reported that 84% of Rohingya had been emotionally distressed. In spite of that, individuals who cope effectively with such situations can move from having psychological distress to being well. Limited research work has been carried out on the psychological distress of the Rohingya refugees and how they cope with their distress. Objective: To determine the prevalence, determinants of psychological distress and the coping strategies among the Rohingya Refugees in Klang, Malaysia. Methodology: A cross-sectional study was conducted among 227 Rohingya Refugees in Klang, Malaysia in March 2015. Psychological distress was assessed by using Kessler Psychological Distress Scale (K10). Factors associated with psychological distress were assessed using a 24-item questionnaire grouped into three main themes namely the work related factors, personal and family related factors as well as security and protection related factors. The validated Brief COPE inventory was used to assess coping strategies. Data collection was by face to face interview. Univariate and Multivariate analysis were used to determine associations, and p-value <0.05 was considered statistically significant. Results: The prevalence of psychological distress among Rohingya refugees in Klang was 70.9%. Determinants of Psychological distress among Rohingya Refugees revealed using the multiple logistic regression analysis include employment status (OR = 2.828, 95% CI=1.291–6.197, p = 0.009), overcrowded living conditions (OR = 0.164, 95% CI=0.068–0.397, p < 0.001), behavioural disengagement coping strategy (OR = 15.759, 95% CI=2.028–122.4, p = 0.008) and acceptance coping strategy (OR = 8.369, 95% CI=2.209–31.706, p = 0.002). (p-value <0.05).The most commonly used coping strategies by the Rohingya refugees to deal with their psychological distress were religion, positive reinterpretation, acceptance, and active coping. Conclusion: This study confirmed the magnitude of psychological distress experienced by Rohingya refugees in Klang Malaysia. In order, to reduce the levels of psychological distress among the Rohingya refugees the multiple factors that affect it should be taken into account. In addition to that, utilization of effective coping strategies among Rohingya refugees might improve their psychological health. These points should be taken into consideration for improving the training professionals who may encounter Rohingya Refugees. Keywords: Psychological Distress, Coping Strategies, Refugees, Distress, Rohingya