This study examined the role of coping with social stressors in the development of depressive symptoms, as well as gender differences in this process. Participants included 978 adolescents (aged 14-18 years), who completed measures of social stressors, coping responses, and depressive symptoms at the beginning of the study and measures of depressive symptoms at a six-month follow-up. High levels of disengagement and low levels of secondary control coping predicted a residual increase in depressive symptoms at follow-up. Interactive effects were weak and moderated by gender: among female adolescents, the use of disengagement coping exacerbated the impact of social stressors on depressive symptoms, whereas the use of secondary control reduced these effects. Female adolescents scored higher than male adolescents on perceived social stress, disengagement, and primary control coping. Moreover, differences in perceived social stress and disengagement coping contributed to explain the female adolescents' higher scores on depressive symptoms. These findings have important implications for interventions.