This secondary data analysis of 145 Black women attending a large southeastern US university examined the mediating role of coping in the relationship between gendered racial microaggressions (GRM) and depression. Participants completed the PHQ-8, Brief COPE, and the Gendered Racial Microaggressions Scale (GRMS). Thirty-eight percent reported moderate to severe depression. In adjusted models, GRM frequency and stress appraisal significantly predicted depression. Avoidant coping and emotion-focused coping (but not problem-focused coping) significantly mediated the association between GRM and depression — accounting for up to 50.1% and 20.8% of the total effect, respectively. Coping is a critical mediating pathway between GRM and depression, suggesting an important target for nursing interventions supporting Black college women's mental health.