Previous studies have found evidence for gender and racial/ethnic differences in depressive symptoms in adolescence; however, the mechanisms driving this relationship are poorly understood. The goal of this study was to examine the role of individual differences in dispositional coping in the relationships between gender and depressive symptomatology, and race/ethnicity and depressive symptomatology. Surveys were administered to 905 15- and 17-year-old adolescents (mean age 16.10, SD = 0.67; 54% girls, n = 485) in the spring of 2007, 2008, and 2009. Girls reported more depressive symptomatology than boys and endorsed a greater disposition for the following coping strategies in comparison to boys: emotional social support, instrumental social support, and venting emotions. When race/ethnicity was examined, African-American adolescents reported a greater tendency toward using religious coping than Caucasian and Hispanic adolescents. Dispositional coping preferences also were found to mediate the relationships between gender and depressive symptomatology. These findings indicated that a preference for venting emotions may be particularly problematic when endorsed by girls, whereas instrumental social support may be particularly helpful for girls.