Little research has evaluated the validity of the Coping Deficit Index (CDI) of the Rorschach Comprehensive System (CS). Because the CS Depression Index (DEPI) has frequently been found to yield false negatives, the CDI has been proposed as an alternative means of assessing social coping skills that may relate to depression. This study examined potential correlates of the CDI using the Personality Inventory for Children-Second Edition (PIC-2). Sixty-five children and adolescents were assessed with the Rorschach CS and the PIC-2. None of the PIC-2 clinical scales or subscales measuring withdrawal or social skills predicted a positive CDI, and none of the depression-related PIC-2 scales predicted a positive CDI or DEPI. The only significant relationship found was a negative relationship between the CDI and a PIC-2 subscale measuring sleep problems and preoccupation with death. Implications of these findings for clinicians and further research are discussed.