Community violence exposure is associated with increased depressive symptoms in adolescents. This study examined whether coping style moderates this relationship over time. Eighty-four low-income, urban adolescents (M[subscript age] = 13.36, 50% female, 95% African American) participated in two waves of a longitudinal study. Youth reported on their community violence exposure and coping style at Wave 1, and their depressive symptoms at Waves 1 and 2 (17 months apart). Problem-focused coping attenuated the effect of community violence exposure on depressive symptoms ([beta] = -0.47, p < 0.05), whereas avoidant coping amplified the effect of community violence on depressive symptoms ([beta] = 0.63, p < 0.05). Adolescents exposed to community violence are at an increased risk of developing depressive symptoms if they use low levels of problem-focused coping or high levels of avoidant coping. Interventions targeting coping strategies may improve psychological adjustment of urban youth exposed to community violence.