Offspring of depressed parents are faced with significant interpersonal stress both within their families and in peer relationships. The present study examined parent and self-reports of adolescents' coping in response to family and peer stressors in 73 adolescent children of parents with a history of depression. Correlational analyses indicated that adolescents were moderately consistent in the coping strategies used with peer stress and family stress. Mean levels of coping were similar across situations, as adolescents reported greater use of secondary control coping (i.e., acceptance, distraction) than primary control coping (i.e., problem solving, emotional expression) or disengagement coping (i.e., avoidance) with both types of stress. Regression analyses indicated that fewer symptoms of self-reported anxiety/depression and aggression were related to using secondary control coping strategies in response to family stress and primary control coping in response to peer stress. Implications for understanding the characteristics of effective coping with stress related to living with a depressed parent are highlighted.