The present study aimed to examine the relationship between problem-focused coping style and prolonged grief disorder, with the mediating role of positive emotion regulation strategies. This study employed a correlational design using structural equation modeling. The statistical population consisted of all students of Shahid Madani University of Azerbaijan during the 2022–2023 academic year (N = 6,700), from whom 302 participants were selected through convenience sampling. Data were collected using the Coping Inventory for Stressful Situations (CISS), the Cognitive Emotion Regulation Questionnaire (CERQ-36), and the revised Prolonged Grief Disorder Scale (PG-13-R). Descriptive data analyses were conducted using SPSS version 26, and structural equation modeling was performed using AMOS version 24. The results indicated a significant negative relationship between problem-focused coping style and positive emotion regulation strategies with prolonged grief disorder. Moreover, the proposed model demonstrated a good fit to the data. These findings suggest that training and utilization of positive emotion regulation strategies, such as positive reappraisal, positive refocusing, and putting into perspective, alongside a problem-focused coping style, may reduce the likelihood of prolonged grief disorder.