Adolescents face increasing mental health challenges amid rising economic inequality. We posit that shift-and-persist strategies—an effective coping approach that involves adapting one's mindset to reinterpret stressors positively while maintaining resilience—would mitigate the negative effects of perceived economic inequality on adolescents' mental health. Using data from 4,760 middle school students in China, we tested this hypothesis. We found that perceived economic inequality of adolescents predicted higher levels of anxiety and depression. More importantly, as hypothesized, shift-and-persist strategies significantly attenuated the negative association between perceived economic inequality and both anxiety and depression. Our findings suggest that shift-and-persist strategies may protect adolescent mental health against economic inequality. This research provides valuable guidance for future research and educational practices on adolescent mental health.