Background: Depression is common in persons receiving outpatient haemodialysis, but little work has been done to explore the variables associated with depression. Aims: The primary purposes of this study were to (i) examine relationships among stressors, coping and depression and (ii) test the mediating role of coping. Design/Methods: Data were collected at two points in time, three months apart in 1995/1996. The final convenience sample at Time 2 was 86 participants from two United States midwestern, inner-city dialysis units. Structured interviews were conducted using the Centre for Epidemiologic Studies Depression Scale, the haemodialysis stressor scale (HSS) and the coping strategy indicator. Results: At Time 1 more psychosocial stressors were associated with greater use of problem-solving, social-support and avoidance coping. Both avoidance coping and more psychosocial stressors at Time 1 were related to depression at Time 2. Finally, avoidance coping was found to explain much of the relationship between psychosocial stressors and depression. Conclusions: Research is now needed that explicates the causal relationships among stress, coping and depression in haemodialysis patients.