Although children of depressed mothers are at risk for psychological problems, there is considerable variability in which children develop disorders and which appear more resilient. The ways children cope with the stressors in their proximal environments is thought to be an important mediating factor influencing adaptation. The primary aim of this study was to consider coping as it relates to various risk factors associated with depression. The broad questions addressed include: Do adolescent offspring of depressed and well parents differ in their coping strategies? How do adolescent siblings differ in their coping patterns? What are the coping patterns that correlate with potential risk characteristics (e.g., gender, psychopathology) in adolescents? The source of data is the fourth assessment period of a longitudinal study of the children of depressed (unipolar or bipolar; N = 68) and well (N = 28) mothers. Two adolescent siblings from each family of depressed and well parents were asked to indicate which strategies they used to cope with maternal affectivity/depression and other recent stressors. Overall, similar coping styles were reported in the offspring of depressed and well mothers. However, greater sibling coping differences were found for children of depressed mothers. That is, siblings who had a depressed mother reported more extreme emotional coping strategies for dealing with the stress of their mother's affectivity/depression. The disparity in coping between siblings of depressed parents may reflect the child's attempts to identify a coping style that is effective in a potentially difficult situation. Furthermore, the results suggest that both adolescent psychopathology and gender are important indicators for attempting to understand individual differences in the way adolescents cope with stress.