We used a stress and coping paradigm to guide the development of indices of coping responses and to explore the roles of stress, social resources, and coping among 424 men and women entering treatment for depression. We also used an expanded concept of multiple domains of life stress to develop several indices of ongoing life strains. Although most prior studies have focused on acute life events, we found that chronic strains were somewhat more strongly and consistently related to the severity of dysfunction. The coping indices generally showed acceptable conceptual and psychometric characteristics and only moderate relationships to respondents' sociodemographic characteristics or to the severity of the stressful event for which coping was sampled. Coping responses directed toward problem solving and affective regulation were associated with less severe dysfunction, whereas emotional-discharge responses, more frequently used by women, were linked to greater dysfunction. Stressors, social resources, and coping were additively predictive of patient's functioning, but coping and social resources did not have stress-attenuation or buffering effects.