Objectives: Comprehensive models elucidating the intricate associations of depressive symptoms, coping motives, alcohol use, alcohol-related problems (ARPs), and gender among young adults have been scarcely examined. This study investigated relationships among these variables and the effect of gender on these pathways. Methods: College students (N = 163; 49.7% female) completed self-report measures on alcohol consumption, depressive symptoms, coping motives, and ARPs. Results: Structural equation modeling showed that the association between depressive symptoms and ARPs was mediated by coping motives in both females and males. However, frequency of heavy alcohol use mediated the association between depressive symptoms and ARPs in females but not in males. Conclusions: Different models explain the association between depressive symptoms and ARPs in male and female college students. Prevention programs aimed at reducing ARPs should focus on increasing alcohol screening among students with depressive symptoms, teaching coping skills, and emphasizing moderation in alcohol consumption.