To date, there has been no comprehensive study on the relationship of stress response, coping and lifestyle (e.g., diet, exercise habits, and sleeping habits) with premenstrual syndrome (PMS) for female athletes. This study aimed to examine this relationship. We used a web questionnaire to acquire the required data from Japanese female university athletes. Based on structural equation modeling, we used the PMS score as an outcome and examined its relationship to stress response, emotion-focused coping, dietary intake, amount of exercise in club activities surveyed by club unit, and sleeping time. Our study included 257 subjects (average age, 20 years). The results showed that the stress response was a direct factor in the PMS score (standardized coefficient: .63). Emotion-focused coping and dietary intake were associated with PMS scores through stress response (-.26 and -.27, respectively). Emotion-focused coping was also associated with the dietary intake (.19). Factors associated with emotion-focused coping were amount of exercise (.22) and sleeping time (.27). The amount of exercise was associated with sleeping time (-.26). These results suggest that avoiding stressors, enhancing emotion-focused coping, reducing the stress response by maintaining a balanced and sufficient diet, performing an appropriate amount of exercise, and improving sleep habits may be effective in managing PMS.