Objectives. The primary aim examined whether coping deficits, a greater tendency to utilize maladaptive as opposed to adaptive coping strategies, was associated with increases in depressive symptoms following negative events. The secondary goals examined: the common vulnerability hypothesis, sex differences, and the cross-cultural generalizability. Design. Following the initial assessment, Canadian adolescents completed three follow-up assessments every 6 weeks. The Chinese adolescents completed an initial assessment and six follow-up assessments occurring monthly. Methods. At Time 1, 150 Canadian and 397 Chinese adolescents completed self-report measures assessing depressive symptoms, anxious symptoms, negative events, and coping. During each of the follow-up assessments, participants completed self-report measures assessing depressive symptoms, anxious symptoms, and negative events. Results. In both samples, higher levels of coping deficits were associated with increases in depressive, but not anxious, symptoms following negative events. Gender differences did not emerge. Conclusions. The present study provides a theoretically driven model to examine the impact of broad-based coping on the development of depressive symptoms.