High trait emotional intelligence (TEI) is negatively associated with psychological distress, and researchers have been investigating the roles of emotion regulation strategies and coping styles in this association. However, a confusing variety of TEI scales are in use, and studies suggest that systematic differences may exist between them. Thus, the aim of this study was to examine the extent to which coping styles and emotion regulation strategies (reappraisal and suppression) explain the TEI-distress association using three TEI scales: the Trait Emotional Intelligence Questionnaire (TEIQue), the Assessing Emotions Scale (AES) and the Wong and Law Emotional Intelligence Scale (WLEIS). Participants (. N=. 423) were recruited online (59% resided in India, 36% the USA, 5% elsewhere). Structural equation modelling showed that both the TEIQue and AES negatively predicted distress, mostly via avoidant coping, and with a stronger direct TEI-distress path in the TEIQue model. In contrast, the WLEIS showed a weaker overall relationship with distress, but a greater number of indirect paths (i.e., negatively predicting distress via less avoidant coping and more reappraisal; positively predicting distress via more suppression and religious coping). Implications of the use of different TEI scales in clinical research are discussed.