Objective: College students have faced widespread changes and challenges as a result of the novel coronavirus disease of 2019 (COVID-19) pandemic. How students cope with these disruptions is important in determining the ongoing impacts of the pandemic on mental health and well-being. We evaluated the associations between COVID-19 stress, coping responses, and symptoms of depression. Participants: A sample of 131 students (106 female; 25 male) was recruited throughout May 2020. Methods: Participants completed online self-report measures of study constructs. Results: As predicted, students experiencing more stress related to COVID-19 endorsed more symptoms of depression. Student stress was also associated with less use of engagement coping responses. Primary engagement and secondary engagement coping responses mediated the relationship between COVID-19 stress and symptoms of depression. Conclusions: Students lacking in adaptive, engagement coping responses may be particularly at risk for psychopathology when faced with high levels of stress related to COVID-19.