Violence exposure has a significant impact on victims' psychological well-being. This study examined the relationship between two types of violence exposures (threats and physical assaults), coping styles (emotion focused, avoidant, and problem focused), gender, and depression among 211 (147 females and 64 males) young urban adults (ages 18-24). Most participants (60%) endorsed being physically assaulted, whereas many (40%) endorsed being threatened. Hierarchical multiple regressions were conducted. As hypothesized, women reported using more emotion-focused coping and reported greater depression than men. Avoidant coping was a predictor for increased depression for both men and women. However, women who employed problem-focused coping after their first physical assault reported lower rates of depression. These findings have implications for designing early interventions.