This study followed baseline samples of 424 unipolar depressed patients and 424 community controls across 10 years to investigate the association between depression and alcohol-related coping and to examine how life context vulnerabilities underlie the risk for depressed individuals to rely on drinking to cope. Findings supported all hypotheses. Depressed patients engaged in more drinking to cope than did community controls. Within individuals, more negative life events and less family support were associated with more drinking to cope across the 4 observations. Depressed patients experienced more negative life events and less family support than did community controls. These underlying life context vulnerabilities explained the relationship between depressed patient status and drinking to cope.