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Background Adversity coping capability (ACC) is important amid the COVID-19 pandemic. We examined the associations of ACC as measured by our one-item ACC scale (ACC-1) with mental health, family well-being and validity of ACC-1 in Hong Kong. Methods A cross-sectional survey was conducted on Hong Kong Chinese adults aged ≥ 18 years by landline, mobile phone, and online survey from February to March 2021, when the fourth wave of COVID-19 was under control. ACC-1 consisted of the question: “How do you rate your capability to cope with adversities?” with higher scores (0–10) indicating stronger ACC. The associations of ACC with socioeconomic characteristics, resilience, mental health, and family wellbeing were examined by linear regression coefficients (βs). Data were weighted by sex, age, and education of the general population. Results Of 7441 respondents, after weighing, 52.2% were female and 79.1% were aged 18 to 64 years. ACC-1 showed good construct validity, with higher ACC being associated with higher levels of resilience (adjusted β = 0.29), personal happiness (0.55), family happiness (0.42), family wellbeing (0.41), and family communication quality (0.41), and lower levels of depressive symptoms (-0.30), anxiety (-0.30), loneliness (-0.15); incremental validity with additional contributions of ACC to mental health and family wellbeing; and known-group validity with older age and favorable socioeconomic characteristics showing higher ACC (all P P ≤ 0.02). Conclusions We have first shown that stronger ACC was associated with better mental health and family wellbeing, and the results support ACC-1 as a simple and valid measure of ACC.