This longitudinal study examined the association between Chinese children's coping strategies and depressive symptoms within the context of the transition from preschool to primary school in Hong Kong. Research Findings: Principal component analyses of children's strategies for coping with stress during the transition to school revealed three factors: negative coping, positive coping, and distraction. Children's strategies were moderately stable over time, but the relationship between coping and depressive symptoms differed for boys and girls. Girls' positive coping strategies at Time 1 predicted fewer depressive symptoms at Time 2, whereas girls' use of distraction positively predicted later depressive symptoms. Boys' depressive symptoms at Time 1 predicted negative coping strategies at Time 2. The present findings show that distraction may not always be an effective way to help young children reduce depressive symptoms, and that coping strategies may have a greater impact on reducing later depression risk for girls than for boys. Practice or Policy: Implications for future studies and practices are discussed at the end of this paper. This study provides information for educators and government and non-government organizations in developing programs to help children with effective coping strategies during their first year at school. Copyright © 2018 Taylor & Francis Group, LLC.