Attending a university for the first time can be a stressful experience for many new college students. This study examines the relationships among femininity and masculinity, depressive symptomatology, levels of stress, and the types of coping strategies used by college freshmen. Results of this study suggest that these variables were related uniquely for first-year college students. Masculinity and femininity significantly predicted problem-focused coping, and femininity significantly predicted emotion-focused coping. Further, the levels of family and college stress reported by college students, as well as their endorsement of avoidant coping, significantly predicted their levels of depressive symptoms. Overall, the results of this study suggest that understanding the relationships among the gender role, the levels of depressive symptomatology, and the levels of stress exhibited by college freshmen may be important in facilitating their transition and adjustment to university life. 2006 Wiley Periodicals, Inc.