Pregnancy termination for foetal abnormality (TFA) can have significant psychological repercussions, but little is known about the coping strategies involved in dealing with TFA. This study examined the relationships between women's coping strategies and perinatal grief. A total of 166 women completed a survey online. Coping and perinatal grief were measured using the Brief COPE and Short Perinatal Grief Scales. Data were analysed through multiple regression analyses. Despite using mostly adaptive coping strategies, women's levels of grief were high and varied according to obstetric and termination variables. Grief was predicted by behavioural disengagement, venting, planning, religion, self‐blame, being recently bereaved, being childless at the time of TFA, not having had children/being pregnant since TFA and uncertainty about the decision to terminate the pregnancy. Acceptance and positive reframing negatively predicted grief. Identifying women vulnerable to poor psychological adjustment and promoting coping strategies associated with lower levels of grief may be beneficial. This could be addressed through information provision and interventions such as Cognitive Behavioural Therapy or Acceptance and Commitment Therapy.