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Abstract Background Childhood adversities and traumata (CAT) increase the risk for various mental disorders, including the clinical high-risk of psychosis (CHR-P) state and its main comorbidities, i.e., depression, and social phobia. However, these relations are likely mediated by personal coping behaviors. This cross-sectional study investigates the relationships between the main CAT domains, coping, CHR-P, depression, and social phobia. Methods Using path analyses, we analyzed data of 736 patients (mean age 24 years, 67% male) who presented at an early detection service between 2002 and 2013, answered questionnaires on CAT, coping, depressiveness, and social phobia, and underwent clinical examination for CHR-P according to the recommendations of the Guidance project of the European Psychiatric Association. Results All path models (total sample, males and females) showed good to excellent fit to the data. In all models, higher scores on maladaptive coping mediated the negative effect of emotional abuse on mental health outcomes. Additionally, in the total sample and males, lower scores on adaptive coping mediated the negative effect of emotional abuse and neglect, and physical neglect was associated with lower scores on adaptive coping that, in turn, were linked to depression and social phobia but not CHR-P. Overall, effects of maladaptive coping were higher than those of adaptive coping, although adaptive coping was more diversely associated with CAT. Furthermore, the interrelated depression and social phobia were more widely explained by the models than CHR-P, which was not significantly associated with them. Conclusions Our findings underscore the complex interplay of the CAT domains and their relevant mediators with mental health outcomes that likely reflect underlying sex-specific psychological, social, cultural and neurobiological mechanisms. Supporting a broader view on CAT than the traditional focus on sexual abuse, results indicate an important role of emotional abuse that, descriptively, is most strongly mediated by maladaptive coping strategies on mental health outcomes. A detailed understanding of the effects of CAT will in future help to develop a multi-dimensional, holistic and sex-specific approach to the treatment of patients who have experienced CAT. Trial registration The study was registered in the German Clinical Trial Register ( https://drks.de/ ) as DRKS00024469 at 02/24/2021.