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Background: Sexual and gender minority (SGM) individuals experience elevated rates of depression due to exposure to unique social stressors associated with membership in a stigmatised minority group. Coping style has been shown to buffer or exacerbate responses to stress. To date, little is known about the risk or protective influence of coping styles on the relationships between stressors and depression in SGM populations., Aims: To examine the moderating effects of coping styles on the relationships between stressors and depression in Thai SGMs., Methods: This cross-sectional descriptive survey was conducted between March and August 2018 using in-person and online surveys. Convenience and snowball recruitment strategies were used. Standardised measures were selected according to the Minority Stress Model. Bivariate and multivariate analyses were conducted. Hayes's PROCESS macro was used to test for significant interactions., Results: Of the 411 participants, 40% of the participants reported symptoms of depression that were associated with multiple stressors. Problem-focused coping was reported by most participants (95.8%), followed by social support (83.1%) and avoidance (49.1%) coping. Problem-focused coping weakened the relationships between stressors and depression, whereas avoidance coping strengthened the relationships between depression and stress, loneliness and discrimination. Social support coping was negatively related to depression, with no statistically significant moderating effects., Conclusions: Problem-focused coping served to mitigate the influence of stressors on depression, whereas avoidance coping strategies exacerbated the impact. Nursing interventions aimed at improving problem-focused coping may reduce the negative consequences of stressors on the mental health of SGMs., Competing Interests: The authors declared no potential conflicts of interest with respect to the research, authorship, and/or publication of this article., (© The Author(s) 2024.)