The present study investigated children's anticipated emotional response and anticipated coping in response to peer rejection, as well as the qualifying effects of gender, depressive symptoms, and perceived social competence. Participants ðN ¼ 234Þ, ranging in age between 10 and 13 years, were presented with two written vignettes depicting peer rejection. The most highly endorsed coping strategies were behavioural distraction, problem-focused behaviour, and positive reappraisal. Results indicate that children higher in depressive symptoms reported a more negative anticipated mood impact. Moreover, children higher in depressive symptoms were less inclined to endorse behavioural and cognitive coping strategies typically associated with mood improvement (e.g., behavioural distraction, positive reappraisal). Independent of depression, children scoring higher on perceived social competence reported more active, problem-oriented coping behaviour in response to the stressors. Types of coping were largely unaffected by gender, however girls reported higher levels of anticipated sadness than boys in response to the rejection vignettes. Theoretical and clinical implications are discussed.