Background: We used a latent class analysis (LCA) to characterize coping styles of urban youth and examined if coping styles moderated the association between experiencing discrimination and bullying and depressive symptoms. Methods: The data come from the 2006 Boston Youth Survey, where students were asked to select 2 behaviors they do most often when they are upset, from a list of 15 options. A total of 927 (75%) students contributed to the LCA analytic sample (44% non-Hispanic Blacks, 29% Hispanics, and 58% girls). Relative and absolute fit indices determined the number of classes. An interaction term between types of discrimination and bullying experienced and coping style tested for moderation. Results: The LCA revealed that a 3-class solution had the best fit (Lo-Mendell-Rubin likelihood ratio test, 4-class vs 3-class, p-value 0.12). The largest coping style class was characterized by high endorsement of distractive coping strategies (59%), the second class was characterized by using supportive coping strategies (27%), and the third class was characterized by using avoidance coping strategies (12%). We found a significant interaction between discrimination and coping style for depressive symptoms. Conclusions: The relationship between experiencing discrimination and depression varied based on coping style and the type of discrimination and bullying experienced.