The prevalence of depressive disorders is increasing and even children are more and more affected by them. Due to their chronic course these disorders tend to continue into adulthood and to influence social and emotional development. There are various causes for childhood depression. In this connection the perceived stress level and the style of coping with stressful events play a major role. It is crucial how a person reacts to a stressful situation. Thus the use of effective coping strategies and problem solving skills is of great importance. Unfortunately, depressed children tend to use unfavourable coping strategies.The present study aims to highlight the correlations between emotional health and favourable respectively unfavourable coping strategies and to reveal possible gender differences. The survey sought the views of 178 grammar school pupils of Graz who attended the sixth grade. Two questionnaires were used: The Depressionstest für Kinder (Rossmann, 2005) and the Fragebogen zur Erhebung von Stress und Stressbewältigung im Kindes- und Jugendalter (Lohaus et al., 2006). The hypotheses concerning the gender differences were only partially confirmed by the data. Girls were not more dysphoric, do not report more psychosomatic symptoms, do not show more stress symptoms, but do have a more intensive experience of stress, describe themselves as less agitated and do more often seek for social support in stressful situations than boys. The expected correlations between the extent of depression and the experienced stress level as well as the use of favourable or unfavourable coping strategies could all be found in the female sample. For the boys the expectations concerning the correlations were also confirmed by a large, but the strategies of problem-oriented coping and seeking for social support were not correlated with depression scores.