Depression and maladaptive coping styles are important components of theories of pathological gambling and are frequently foci of treatment with individuals with gambling problems. The present study aimed to improve understanding and treatment of pathological gambling by comparing levels of depression and styles of coping in male and female members of Gamblers Anonymous (GA) to a group of non-pathological gambling controls matched according to gender, age, education, and income. Pathological gambling was measured by the South Oaks Gambling Scale, depression by the Beck Depression Inventory, and coping styles by the Problem-Focused Styles of Coping inventory. Results showed that GA members reported significantly higher levels of depression and more maladaptive styles of coping than controls. Pathological gamblers' greater use of maladaptive coping was evident even when variance attributable to depression was removed, suggesting that their coping deficits may be pervasive. Female subjects reported significantly greater levels of depression and maladaptive coping thantheir male counterparts. Implications for treating depression and coping styles in pathological gamblers are discussed.