Siblings play an important role in psychological and relational development in the lifecycle, especially if the family includes brothers or sisters with intellectual disability. The main objective of this study was to examine whether the relationships experienced by siblings of people with intellectual disability (ID-sibs) and siblings of people with typical development (TD-sibs) influence their ways of coping with stress and anxiety level, with particular emphasis on gender differences. The participants were 187 adults, of whom 104 (55.6%) were females aged 18 to 76 years (M = 29.42; SD = 11.93). Of our sample, 51.9% (N = 97) had a sibling with an intellectual disability and 48.1% (N = 90) had a sibling with typical development. The participants completed a self-report questionnaire that assessed demographics, sibling-relationship quality, anxiety, and coping orientations to problems experienced. The results show that women report a higher quality of relationship with ID-sibs compared to men and to women who have TD-sibs. The results further indicate that women with ID-sibs had higher levels of anxiety and used Transcendent-Oriented coping strategies more frequently. Lastly, gender moderated the relation between relationship quality and coping strategies in diverse ways in the two groups considered. The implications of the overall results are that sibling-focused interventions should focus on improving negative sibling relationships in order to reduce the impact of difficulties on TD siblings of both genders and that the content and delivery framework of interventions should be shaped accordingly.