College students experience a variety of stressors that can increase the risk for mental health concerns, like depression. It is crucial for practitioners working on college campuses to understand the relationship among stressful life events, depression, and coping strategies. The purpose of this study was to explore life stressors’ impact on reported depressive symptoms and how adaptive and maladaptive coping strategies moderate that relationship in college students. Data was used from a comprehensive health behavior survey. Participants included 969 college students. Multivariable logistic models were used to examine the association between stressful events, depression, and coping strategies. Results from multiple logistic regression analyses indicated that college students who experienced life stressors and participated in more negative than positive coping strategies were 2.49 (95% CI = 1.34, 4.63) times more likely to experience depression. Implications and creative interventions are provided for mental health practitioners working on college campuses.