The aim of the study was to find relevant coping factors for the development of psychological interventions for people with chronic fatigue syndrome who suffer from depressive symptoms. A total of 30 adults with chronic fatigue syndrome filled in the Cognitive Emotion Regulation Questionnaire, the COPE and the Hospital Anxiety and Depression Scale. The findings suggested that cognitive coping strategies have a stronger influence than behavioral coping strategies on depressive symptoms. Especially, the cognitive coping strategies refocusing positive, positive reappraisal and catastrophizing were of importance. These findings suggest that these coping strategies should be part of psychological programs for people with chronic fatigue syndrome.