This study examined 3 coping strategies (reflective, suppressive, and reactive), along with self-esteem, as moderators of the relation between perceived discrimination and depressive symptoms. International students (N ϭ 354) from China, India, Korea, Taiwan, and Hong Kong provided data via an online survey. The role of perceived general stress was statistically controlled. Hierarchical regression analyses indicated a significant direct effect of perceived discrimination, a significant 2-way interaction of perceived discrimination and suppressive coping, and a significant 3-way interaction of perceived discrimination, reactive coping, and self-esteem in predicting depressive symptoms. An increased tendency to use suppressive coping appeared to strengthen the association between perceived discrimination and depressive symptoms. In contrast, the association between perceived discrimination and depressive symptoms was not significant when reactive coping was infrequently used, but only for students with relatively high self-esteem.