Research on resilient functioning has gained increasing interest, and some recent studies interpreted resilience in the sense of resilient functioning to stress. In the present study, we investigated the associations between resilient functioning and coping strategies, stress reactivity, self-efficacy, and well-being, and we examined whether resilient functioning could be improved through a training intervention. The participants were 110 male cadets from two infantry officers’ schools of the Swiss Armed Forces. The schools were divided into an intervention and control group. The participants in the intervention group took part in the resilience training intervention, whereas the participants in the control group performed military training as usual. Data were assessed before and after the intervention period. Results showed that resilient functioning was positively associated with task-oriented coping and well-being and negatively associated with emotion-oriented coping and stress reactivity. Furthermore, resilient functioning significantly improved in the intervention group from pre- to post-intervention. The results suggested that specific interventions have the power to increase resilient functioning.