Our study examined differences in HIV-related coping in relation to depression in men and women. Ethnically diverse participants (n = 247, 46% women) were recruited in Dallas/Fort Worth and completed medical and demographic information, the Coping with HIV Scale (CHIV), and the Center for Epidemiological Studies-Depression scale (CES-D). Multiple regression analyses revealed that in men, depression was associated with symptoms, higher use of distraction, blame, expression and lower use of positive growth. In women, depression was associated with symptoms and higher use of blame. These results shed light on the ways in which each gender copes with HIV and may help researchers develop interventions tailored to the needs of the HIV-positive population.