The literature on disability has suggested that an educated individual with a disability is more likely to better cope with her/his disability than those without education. However, few published studies explore whether the relationship between education and ability to cope with a disability is anything more than an association. Using data on disability and accommodation from a large Danish survey from 2012–13 and exploiting a major Danish schooling reform as a natural experiment, we identified a potential causal effect of education on both economic (holding a job) as well as social (cultural activities, visiting clubs/associations, etc.) dimensions of coping among individuals with a disability, controlling for background factors, functioning, and disability characteristics. We found that endogeneity bias was only present in the case of economic participation and more educated individuals with a disability indeed had higher levels of both economic and social coping. To some extent, having more knowledge of public support systems and higher motivation explained the better coping among the group of individuals with disabilities who were educated. Our results indicated, however, that a large part of the effect of education on the ability to cope with a disability among individuals with disabilities was suggestive of a causal relationship.