Chinese people tend to view and analyze problems according to relations and holism, which can cause them to adopt positive coping strategies when facing difficulties, thus improving their mental health. This study verifies the relationship among relations as a dimension of the Chinese thinking style, coping strategies, and mental health through three research studies. Study 1 preliminarily examines a significant, positive correlation between Chinese relational thinking and mental health through questionnaire surveys. Study 2 primes Chinese relational thinking and explores its relationship with coping strategies. The results show that relational thinking could enhance individuals’ active coping, seeking of emotional support and venting, problem avoidance, and attentional diversion coping strategies while reducing denial and disengagement coping styles. Study 3 further demonstrates through questionnaires across time points that Chinese relational thinking could improve individuals’ mental health by enhancing their active coping and minimizing denial and disengagement. The results of the three studies are of great significance in terms of improving mental health from the perspective of Chinese relational thinking and coping strategies.