This study examined the associations among weight stigma from media, coping responses, and health-related outcomes in 206 Chinese adults. Results showed that direct and indirect experiences of weight stigma from media had differential relations to coping responses and health-related outcomes. We found that both types of stigma did not relate to physical health after controlling for the effects of demographic factors and media exposure. Compared with indirect weight stigma, direct weight stigma was a stronger predictor for psychological well-being. Exercise avoidance and maladaptive eating were linked to direct, but not indirect, weight stigma. Extending the social identity threat model, we found that weight stigma was also linked to reappraisal coping and disengagement (both direct and indirect stigma) and healthy lifestyle (indirect stigma). However, it seems that both strategies are not effective because they were not associated with better physical and psychological health outcomes. Disengagement coping was the only significant predictor for poorer psychological well-being when all other variables were considered, whereas both types of weight stigma were not. This finding questions the independent role of weight stigma from media in affecting health outcomes and suggests that the influence of media may be secondary to other more important factors.