This study examined the moderating role of gender and coping strategies in the relationship between perceived family support, self-esteem and depressive symptoms. Data were used from the My World Survey Second Level (MWS-SL), a national survey of mental health among 6062 young people aged 12-19 years. Conditional process analyses indicated that planned coping moderated the relationship between perceived family support and depressive symptoms for those engaging in low-moderate levels but not high levels of planned coping, and this moderating role was stronger for females than males. Avoidance coping was a moderator for those engaging in moderate-high but not low levels of avoidance coping, and gender also moderated this relationship. Support-focused coping only moderated the perceived family support/depressive symptoms relationship for females. Findings suggest that the strength of the relationship between perceived family support and depressive symptoms depends on level of engagement with a particular coping strategy, and this engagement is a consistently stronger moderator for females.